-36.0%
SQQQ vs WAB
+46.5%
-82.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -1.8% |
| 7D | +14.6% | +4.5% | +10.0% | +19.2% |
| 30D | +28.9% | +1.1% | +27.8% | +31.0% |
| 3M | +13.1% | -1.3% | +14.4% | +13.3% |
| 6M | -15.2% | +12.7% | -28.0% | -2.8% |
| YTD | -37.0% | +38.7% | -75.6% | -4.4% |
| 1Y | -36.0% | +44.9% | -80.9% | +5.3% |
| All | -36.0% | +46.5% | -82.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling