+88.7%
JEPQ vs WPM
+250.8%
-162.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.3% |
| 7D | -0.7% | -3.6% | +3.0% | -0.1% |
| 30D | +0.6% | +12.5% | -11.9% | -1.3% |
| 3M | +5.8% | +40.6% | -34.8% | +0.3% |
| 6M | +9.7% | +0.5% | +9.1% | +8.5% |
| YTD | +10.5% | +29.0% | -18.5% | +4.9% |
| 1Y | +18.4% | +43.8% | -25.4% | +10.1% |
| 3Y | +70.3% | +266.3% | -196.0% | +32.7% |
| All | +88.7% | +250.8% | -162.1% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling