+90.4%
JEPQ vs WWD
+243.1%
-152.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | +1.3% | -6.4% | +7.8% | +2.9% |
| 3M | +3.8% | -5.6% | +9.5% | +4.7% |
| 6M | +12.2% | -9.1% | +21.3% | +13.7% |
| YTD | +11.6% | +12.5% | -1.0% | +6.2% |
| 1Y | +19.9% | +41.3% | -21.4% | +6.3% |
| 3Y | +71.9% | +170.2% | -98.3% | +22.9% |
| All | +90.4% | +243.1% | -152.7% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling