+90.4%
JEPQ vs WM
+46.4%
+44.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | +1.4% | -0.9% | +2.3% | +1.6% |
| 30D | +1.3% | -4.3% | +5.7% | +2.0% |
| 3M | +3.8% | +0.8% | +3.1% | +3.1% |
| 6M | +12.2% | -10.8% | +22.9% | +14.4% |
| YTD | +11.6% | -0.1% | +11.6% | +10.5% |
| 1Y | +19.9% | +1.0% | +18.9% | +18.3% |
| 3Y | +71.9% | +45.1% | +26.8% | +46.5% |
| All | +90.4% | +46.4% | +44.0% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling