-100.0%
SQQQ vs WAT
+598.9%
-698.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | -1.5% |
| 7D | -4.2% | -0.7% | -3.4% | -4.9% |
| 30D | +2.4% | -1.0% | +3.4% | +1.6% |
| 3M | -5.7% | +10.9% | -16.6% | +7.5% |
| 6M | -46.6% | +33.2% | -79.8% | -22.9% |
| YTD | -42.7% | +6.1% | -48.8% | -36.6% |
| 1Y | -52.6% | +30.2% | -82.8% | -32.4% |
| 3Y | -89.8% | +52.9% | -142.7% | -78.2% |
| 5Y | -94.7% | -5.1% | -89.6% | -91.9% |
| 10Y | -100.0% | +152.6% | -252.6% | -99.6% |
| All | -100.0% | +598.9% | -698.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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