+90.2%
JEPQ vs WYNN
+26.5%
+63.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.2% | -4.2% | +4.0% | +0.7% |
| 30D | +0.8% | -14.6% | +15.4% | +3.9% |
| 3M | +4.0% | -18.4% | +22.4% | +8.0% |
| 6M | +10.4% | -11.9% | +22.3% | +12.7% |
| YTD | +11.4% | -26.6% | +38.0% | +17.7% |
| 1Y | +18.9% | -28.5% | +47.4% | +25.7% |
| 3Y | +70.3% | -5.1% | +75.4% | +64.3% |
| All | +90.2% | +26.5% | +63.7% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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