+10.0%
WULF vs JEPQ
+10.3%
-0.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +1.1% |
| 7D | +1.4% | -0.2% | +1.5% | +2.0% |
| 30D | -2.6% | +0.8% | -3.4% | -4.3% |
| 3M | -34.0% | +4.0% | -37.9% | -41.9% |
| 6M | +10.0% | +10.4% | -0.4% | -18.4% |
| All | +10.0% | +10.3% | -0.3% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling