+114.3%
WFC vs JEPQ
+94.2%
+20.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.1% | +1.4% | -0.4% | -0.1% |
| 30D | +0.8% | +1.3% | -0.5% | -0.3% |
| 3M | +9.3% | +3.8% | +5.4% | +5.5% |
| 6M | +10.6% | +12.2% | -1.5% | 0.0% |
| YTD | -4.1% | +11.6% | -15.6% | -12.9% |
| 1Y | +13.6% | +19.9% | -6.3% | -2.9% |
| 3Y | +130.7% | +71.9% | +58.8% | +46.9% |
| All | +114.3% | +94.2% | +20.1% | +24.9% |
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