+60.5%
JEPQ vs WWD
+148.2%
-87.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +3.4% | +4.0% | -0.6% | +2.5% |
| 30D | -5.6% | +0.4% | -6.0% | -5.8% |
| 3M | -4.2% | -7.9% | +3.8% | -2.6% |
| 6M | -0.2% | -10.6% | +10.5% | +1.6% |
| YTD | +6.7% | +9.4% | -2.7% | +2.6% |
| 1Y | +9.5% | +25.7% | -16.3% | +1.1% |
| 3Y | +60.5% | +148.5% | -88.0% | +27.5% |
| All | +60.5% | +148.2% | -87.6% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling