-100.0%
SQQQ vs WCN
+235.9%
-335.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.3% |
| 7D | +1.8% | -3.1% | +4.9% | -2.6% |
| 30D | +4.2% | -3.4% | +7.5% | -0.7% |
| 3M | -3.3% | +3.0% | -6.2% | -1.7% |
| 6M | -43.6% | -3.8% | -39.9% | -49.8% |
| YTD | -41.9% | -8.3% | -33.6% | -52.0% |
| 1Y | -50.6% | -9.7% | -40.9% | -61.0% |
| 3Y | -89.3% | +17.2% | -106.5% | -85.3% |
| 5Y | -94.8% | +25.3% | -120.1% | -90.0% |
| All | -100.0% | +235.9% | -335.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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