+120.0%
WFC vs JEPQ
+94.0%
+26.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.3% |
| 7D | +0.4% | -0.2% | +0.5% | +0.5% |
| 30D | +1.5% | +0.8% | +0.8% | +0.9% |
| 3M | +10.2% | +4.0% | +6.2% | +6.4% |
| 6M | +18.8% | +10.4% | +8.4% | +8.8% |
| YTD | -1.5% | +11.4% | -13.0% | -10.5% |
| 1Y | +13.5% | +18.9% | -5.4% | -2.3% |
| 3Y | +135.0% | +70.3% | +64.7% | +50.8% |
| All | +120.0% | +94.0% | +26.0% | +28.3% |
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 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