+13.5%
WFC vs JEPQ
+19.0%
-5.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | +1.5% | +0.8% | +0.8% | +1.1% |
| 3M | +10.2% | +4.0% | +6.2% | +7.3% |
| 6M | +18.8% | +10.4% | +8.4% | +9.4% |
| YTD | -1.5% | +11.4% | -13.0% | -9.8% |
| 1Y | +13.5% | +18.9% | -5.4% | +3.2% |
| All | +13.5% | +19.0% | -5.4% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling