-100.0%
SQQQ vs WAB
+296.8%
-396.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -1.5% |
| 7D | +1.8% | +0.1% | +1.7% | +2.0% |
| 30D | +4.2% | -4.1% | +8.2% | +0.2% |
| 3M | -3.3% | +8.2% | -11.5% | +6.0% |
| 6M | -43.6% | +15.4% | -59.1% | -32.3% |
| YTD | -41.9% | +33.1% | -75.0% | -18.9% |
| 1Y | -50.6% | +48.1% | -98.7% | -22.0% |
| 3Y | -89.3% | +167.7% | -257.0% | -64.0% |
| 5Y | -94.8% | +225.7% | -320.5% | -73.7% |
| All | -100.0% | +296.8% | -396.8% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling