+909.5%
WDC vs JEPQ
+94.2%
+815.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | +6.0% | +1.4% | +4.6% | +3.1% |
| 30D | +9.9% | +1.3% | +8.6% | +7.4% |
| 3M | -9.4% | +3.8% | -13.2% | -12.7% |
| 6M | +94.7% | +12.2% | +82.6% | +67.0% |
| YTD | +177.4% | +11.6% | +165.8% | +142.5% |
| 1Y | +412.6% | +19.9% | +392.7% | +304.4% |
| 3Y | +1,359.8% | +71.9% | +1,287.9% | +592.6% |
| All | +909.5% | +94.2% | +815.3% | +321.3% |
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