-100.0%
SQQQ vs WBD
+98.4%
-198.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.2% | +3.9% |
| 7D | +4.1% | -0.6% | +4.7% | +3.7% |
| 30D | +4.6% | +4.2% | +0.4% | +7.3% |
| 3M | -10.4% | +7.5% | -17.9% | -6.2% |
| 6M | -42.1% | +1.6% | -43.7% | -41.0% |
| YTD | -40.3% | -2.2% | -38.2% | -40.4% |
| 1Y | -50.2% | +124.9% | -175.1% | -15.1% |
| 3Y | -89.4% | +149.1% | -238.5% | -75.4% |
| 5Y | -94.7% | +7.8% | -102.5% | -90.1% |
| 10Y | -100.0% | +14.9% | -114.8% | -99.9% |
| All | -100.0% | +98.4% | -198.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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