+101.9%
WMT vs JEPQ
+70.7%
+31.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -7.4% | +0.8% | -8.2% | -7.6% |
| 3M | -10.9% | +4.0% | -14.8% | -12.1% |
| 6M | -12.7% | +10.4% | -23.1% | -16.0% |
| YTD | -3.2% | +11.4% | -14.6% | -7.3% |
| 1Y | +5.3% | +18.9% | -13.7% | -2.4% |
| 3Y | +101.9% | +70.3% | +31.6% | +58.1% |
| All | +101.9% | +70.7% | +31.2% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling