+90.5%
JEPQ vs WM
+47.2%
+43.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +2.0% | -2.4% | +4.4% | +2.3% |
| 3M | +2.0% | +0.4% | +1.6% | +1.4% |
| 6M | +10.4% | -9.5% | +19.9% | +12.3% |
| YTD | +11.6% | +0.5% | +11.1% | +10.5% |
| 1Y | +20.7% | -1.1% | +21.8% | +19.9% |
| 3Y | +70.8% | +46.0% | +24.8% | +45.4% |
| All | +90.5% | +47.2% | +43.3% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling