-53.5%
SQQQ vs WAB
+48.2%
-101.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | +0.2% |
| 7D | -0.9% | -3.2% | +2.3% | -3.5% |
| 30D | -0.3% | -4.4% | +4.2% | -3.9% |
| 3M | +2.7% | +7.9% | -5.1% | +11.5% |
| 6M | -43.8% | +8.7% | -52.5% | -35.6% |
| YTD | -42.9% | +33.0% | -75.9% | -20.2% |
| 1Y | -53.5% | +46.7% | -100.2% | -28.1% |
| All | -53.5% | +48.2% | -101.7% | -28.1% |
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