+42.0%
WBD vs JEPQ
+94.0%
-52.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.7% | +1.1% | -2.8% | -3.0% |
| 30D | +3.9% | +1.3% | +2.6% | +2.1% |
| 3M | +5.1% | +4.7% | +0.4% | -1.9% |
| 6M | +0.6% | +10.6% | -10.0% | -13.1% |
| YTD | -3.2% | +11.4% | -14.6% | -17.6% |
| 1Y | +127.7% | +19.4% | +108.2% | +75.1% |
| 3Y | +146.6% | +71.7% | +74.9% | +13.8% |
| All | +42.0% | +94.0% | -52.0% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling