+74.5%
JEPQ vs WM
+59.5%
+15.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.2% | +1.4% |
| 7D | -5.6% | +1.2% | -6.8% | -5.8% |
| 30D | -11.3% | +13.1% | -24.4% | -13.0% |
| 3M | -6.5% | +3.6% | -10.1% | -7.0% |
| 6M | -3.6% | +8.1% | -11.7% | -5.2% |
| YTD | +2.2% | +8.9% | -6.7% | -0.1% |
| 1Y | +4.8% | +20.3% | -15.6% | -0.4% |
| 3Y | +56.3% | +46.2% | +10.1% | +35.9% |
| All | +74.5% | +59.5% | +15.0% | +46.5% |
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