+88.7%
JEPQ vs WTW
+56.5%
+32.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.7% | -7.8% | +7.1% | +0.6% |
| 30D | +0.6% | -7.9% | +8.4% | +1.8% |
| 3M | +5.8% | +19.9% | -14.2% | +2.4% |
| 6M | +9.7% | +9.8% | -0.1% | +7.7% |
| YTD | +10.5% | -3.3% | +13.9% | +11.3% |
| 1Y | +18.4% | -3.3% | +21.7% | +19.0% |
| 3Y | +70.3% | +61.5% | +8.8% | +41.4% |
| All | +88.7% | +56.5% | +32.2% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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