-100.0%
SQQQ vs WAB
+1,531.3%
-1,631.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | -0.7% |
| 7D | -2.7% | +0.2% | -2.9% | -2.4% |
| 30D | +2.4% | -4.6% | +7.0% | -2.5% |
| 3M | -8.0% | +5.6% | -13.6% | -0.6% |
| 6M | -43.9% | +13.8% | -57.7% | -32.7% |
| YTD | -42.2% | +31.9% | -74.1% | -18.1% |
| 1Y | -51.8% | +48.3% | -100.0% | -20.7% |
| 3Y | -89.7% | +167.1% | -256.9% | -61.0% |
| 5Y | -94.7% | +222.9% | -317.6% | -68.0% |
| 10Y | -100.0% | +289.9% | -389.9% | -99.6% |
| All | -100.0% | +1,531.3% | -1,631.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling