-10.6%
WDAY vs JEPQ
+94.0%
-104.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.5% |
| 7D | -5.2% | -0.2% | -5.0% | -5.0% |
| 30D | +5.9% | +0.8% | +5.2% | +5.2% |
| 3M | +42.3% | +4.0% | +38.3% | +34.7% |
| 6M | +34.7% | +10.4% | +24.3% | +18.2% |
| YTD | -13.5% | +11.4% | -25.0% | -25.2% |
| 1Y | -18.1% | +18.9% | -37.0% | -34.8% |
| 3Y | -26.4% | +70.3% | -96.7% | -64.9% |
| All | -10.6% | +94.0% | -104.6% | -63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling