+140.0%
WBD vs JEPQ
+21.4%
+118.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.8% | +0.7% | -2.5% | -2.1% |
| 30D | +8.8% | +2.0% | +6.8% | +7.9% |
| 3M | +4.6% | +2.0% | +2.6% | +4.0% |
| 6M | +1.1% | +10.4% | -9.3% | -3.4% |
| YTD | -2.0% | +11.6% | -13.6% | -7.0% |
| 1Y | +140.0% | +20.7% | +119.3% | +31.2% |
| All | +140.0% | +21.4% | +118.6% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 1y: compounded portfolio wealth divided by compounded JEPQ 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…
1y analysis · Full analysis span regression · 6 months rolling