-100.0%
SQQQ vs W
+177.7%
-277.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.6% |
| 7D | -4.2% | +6.5% | -10.6% | -1.4% |
| 30D | +2.4% | -6.2% | +8.7% | 0.0% |
| 3M | -5.7% | +48.9% | -54.5% | +18.1% |
| 6M | -46.6% | +31.2% | -77.8% | -34.2% |
| YTD | -42.7% | -0.4% | -42.3% | -35.8% |
| 1Y | -52.6% | +14.8% | -67.4% | -42.0% |
| 3Y | -89.8% | +40.5% | -130.3% | -80.4% |
| 5Y | -94.7% | -62.1% | -32.6% | -88.7% |
| 10Y | -100.0% | +141.5% | -241.5% | -99.7% |
| All | -100.0% | +177.7% | -277.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling