+84.1%
JEPQ vs WST
+36.8%
+47.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +5.7% | +4.9% | +0.9% | +5.1% |
| 30D | -5.9% | +10.7% | -16.6% | -7.1% |
| 3M | -2.5% | +16.8% | -19.3% | -4.5% |
| 6M | +1.3% | +32.0% | -30.7% | -2.5% |
| YTD | +7.8% | +49.9% | -42.1% | +1.7% |
| 1Y | +8.8% | +50.6% | -41.9% | +2.5% |
| 3Y | +62.3% | +21.4% | +40.8% | +50.7% |
| All | +84.1% | +36.8% | +47.3% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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