-10.9%
WDAY vs JEPQ
+92.4%
-103.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.3% |
| 7D | -10.5% | -0.7% | -9.9% | -10.0% |
| 30D | +2.1% | +0.6% | +1.6% | +1.6% |
| 3M | +34.6% | +5.8% | +28.8% | +24.6% |
| 6M | +29.9% | +9.7% | +20.2% | +14.7% |
| YTD | -13.8% | +10.5% | -24.4% | -24.9% |
| 1Y | -18.3% | +18.4% | -36.7% | -34.7% |
| 3Y | -26.2% | +70.3% | -96.5% | -65.0% |
| All | -10.9% | +92.4% | -103.3% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling