+318.5%
WULF vs JEPQ
+94.0%
+224.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +1.5% |
| 7D | +1.4% | -0.2% | +1.5% | +2.0% |
| 30D | -2.6% | +0.8% | -3.4% | -4.1% |
| 3M | -34.0% | +4.0% | -37.9% | -39.6% |
| 6M | +10.0% | +10.4% | -0.4% | -11.9% |
| YTD | +45.7% | +11.4% | +34.3% | +15.4% |
| 1Y | +57.3% | +18.9% | +38.4% | +6.6% |
| 3Y | +878.9% | +70.3% | +808.7% | +233.6% |
| All | +318.5% | +94.0% | +224.5% | +15.6% |
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