+88.7%
JEPQ vs WWD
+236.5%
-147.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | -0.7% | -2.9% | +2.2% | +0.1% |
| 30D | +0.6% | -6.6% | +7.2% | +2.2% |
| 3M | +5.8% | -9.3% | +15.1% | +7.8% |
| 6M | +9.7% | -13.6% | +23.3% | +12.6% |
| YTD | +10.5% | +10.4% | +0.2% | +5.8% |
| 1Y | +18.4% | +39.9% | -21.5% | +5.2% |
| 3Y | +70.3% | +165.0% | -94.7% | +22.4% |
| All | +88.7% | +236.5% | -147.8% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling