+90.2%
JEPQ vs WST
+12.0%
+78.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.1% | -1.7% | +2.7% | +1.3% |
| 30D | +1.3% | -4.3% | +5.6% | +1.9% |
| 3M | +4.7% | +0.7% | +3.9% | +4.5% |
| 6M | +10.6% | +36.0% | -25.4% | +5.8% |
| YTD | +11.4% | +22.7% | -11.3% | +7.9% |
| 1Y | +19.4% | +34.1% | -14.7% | +14.0% |
| 3Y | +71.7% | -13.6% | +85.3% | +70.2% |
| All | +90.2% | +12.0% | +78.2% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling