+90.4%
JEPQ vs WU
-41.8%
+132.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | +1.4% | -0.8% | +2.3% | +1.6% |
| 30D | +1.3% | -1.1% | +2.5% | +1.5% |
| 3M | +3.8% | -1.8% | +5.7% | +3.0% |
| 6M | +12.2% | -23.9% | +36.1% | +17.0% |
| YTD | +11.6% | -20.4% | +32.0% | +15.0% |
| 1Y | +19.9% | -10.6% | +30.5% | +19.9% |
| 3Y | +71.9% | -27.7% | +99.6% | +77.0% |
| All | +90.4% | -41.8% | +132.3% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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