-89.3%
SQQQ vs WDAY
-25.7%
-63.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.5% |
| 7D | +1.8% | -5.2% | +7.0% | -0.1% |
| 30D | +4.2% | +5.9% | -1.8% | +7.3% |
| 3M | -3.3% | +42.3% | -45.5% | +11.7% |
| 6M | -43.6% | +34.7% | -78.4% | -37.1% |
| YTD | -41.9% | -13.5% | -28.3% | -53.5% |
| 1Y | -50.6% | -18.1% | -32.6% | -61.7% |
| 3Y | -89.3% | -26.4% | -62.9% | -90.3% |
| All | -89.3% | -25.7% | -63.6% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 3y: compounded portfolio wealth divided by compounded WDAY 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…
3y analysis · Full analysis span regression · 6 months rolling