-34.4%
WULF vs JEPQ
+1.9%
-36.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.0% | -7.9% | +5.7% |
| 7D | -20.9% | -9.5% | -11.4% | +11.2% |
| 30D | -32.7% | -12.3% | -20.4% | +7.3% |
| 3M | -44.2% | -8.5% | -35.7% | -22.0% |
| 6M | -57.1% | -5.0% | -52.1% | -46.7% |
| YTD | -12.3% | +0.1% | -12.4% | -6.7% |
| 1Y | -34.4% | +1.3% | -35.7% | -31.8% |
| All | -34.4% | +1.9% | -36.2% | -31.8% |
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