-10.4%
WDAY vs JEPQ
+94.0%
-104.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -7.4% | +1.1% | -8.4% | -8.4% |
| 30D | +1.0% | +1.3% | -0.3% | -0.3% |
| 3M | +32.7% | +4.7% | +28.0% | +24.4% |
| 6M | +25.6% | +10.6% | +15.0% | +9.9% |
| YTD | -13.4% | +11.4% | -24.8% | -25.1% |
| 1Y | -19.4% | +19.4% | -38.8% | -36.2% |
| 3Y | -25.8% | +71.7% | -97.5% | -65.1% |
| All | -10.4% | +94.0% | -104.4% | -63.7% |
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