-100.0%
SQQQ vs WELL
+1,066.1%
-1,166.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.7% |
| 7D | -4.2% | -1.3% | -2.8% | -5.1% |
| 30D | +2.4% | +0.5% | +1.9% | +2.9% |
| 3M | -5.7% | +19.1% | -24.7% | +7.0% |
| 6M | -46.6% | +17.0% | -63.6% | -40.1% |
| YTD | -42.7% | +29.2% | -71.9% | -30.5% |
| 1Y | -52.6% | +42.1% | -94.7% | -37.7% |
| 3Y | -89.8% | +204.5% | -294.4% | -73.6% |
| 5Y | -94.7% | +211.0% | -305.7% | -83.8% |
| 10Y | -100.0% | +337.6% | -437.6% | -99.8% |
| All | -100.0% | +1,066.1% | -1,166.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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