-94.7%
SQQQ vs W
-63.9%
-30.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +5.9% | +2.0% |
| 7D | +4.1% | +0.5% | +3.6% | +4.4% |
| 30D | +4.6% | -5.6% | +10.2% | +2.2% |
| 3M | -10.4% | +41.9% | -52.3% | +12.3% |
| 6M | -42.1% | +30.2% | -72.3% | -27.4% |
| YTD | -40.3% | -2.9% | -37.4% | -33.4% |
| 1Y | -50.2% | +11.6% | -61.8% | -38.8% |
| 3Y | -89.4% | +37.0% | -126.4% | -78.3% |
| 5Y | -94.7% | -62.8% | -31.8% | -88.2% |
| All | -94.7% | -63.9% | -30.8% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling