+90.2%
JEPQ vs WY
-37.6%
+127.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.2% | -4.2% | +4.0% | +0.9% |
| 30D | +0.8% | -10.1% | +10.9% | +3.4% |
| 3M | +4.0% | -8.5% | +12.5% | +5.9% |
| 6M | +10.4% | -3.3% | +13.7% | +10.5% |
| YTD | +11.4% | -4.4% | +15.8% | +11.4% |
| 1Y | +18.9% | -11.5% | +30.4% | +21.6% |
| 3Y | +70.3% | -24.3% | +94.6% | +79.4% |
| All | +90.2% | -37.6% | +127.8% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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