-100.0%
SQQQ vs W
+158.6%
-258.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.0% |
| 7D | +1.8% | -0.9% | +2.7% | +1.5% |
| 30D | +4.2% | -4.2% | +8.4% | +2.5% |
| 3M | -3.3% | +26.9% | -30.2% | +13.3% |
| 6M | -43.6% | +31.2% | -74.9% | -29.5% |
| YTD | -41.9% | -1.8% | -40.0% | -34.9% |
| 1Y | -50.6% | +9.3% | -59.9% | -40.2% |
| 3Y | -89.3% | +33.2% | -122.5% | -79.0% |
| 5Y | -94.8% | -62.4% | -32.4% | -88.8% |
| All | -100.0% | +158.6% | -258.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling