+90.4%
JEPQ vs WING
+35.1%
+55.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +1.4% | -0.1% | +1.6% | +1.4% |
| 30D | +1.3% | -6.0% | +7.4% | +1.8% |
| 3M | +3.8% | -23.5% | +27.3% | +6.5% |
| 6M | +12.2% | -52.0% | +64.1% | +21.4% |
| YTD | +11.6% | -53.8% | +65.4% | +20.5% |
| 1Y | +19.9% | -63.8% | +83.7% | +33.5% |
| 3Y | +71.9% | -30.8% | +102.7% | +63.0% |
| All | +90.4% | +35.1% | +55.4% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling