+8.4%
JEPQ vs WM
+21.9%
-13.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +1.4% |
| 7D | -4.9% | +5.9% | -10.8% | -3.3% |
| 30D | -6.7% | +15.4% | -22.1% | -2.8% |
| 3M | -3.0% | +6.3% | -9.4% | -1.2% |
| 6M | +1.4% | +5.6% | -4.2% | +3.6% |
| YTD | +6.5% | +9.9% | -3.5% | +9.8% |
| 1Y | +8.4% | +20.8% | -12.4% | +15.0% |
| All | +8.4% | +21.9% | -13.5% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling