-100.0%
SQQQ vs WFC
+145.8%
-245.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -1.7% |
| 7D | +1.8% | +0.4% | +1.5% | +2.2% |
| 30D | +4.2% | +1.5% | +2.6% | +5.6% |
| 3M | -3.3% | +10.2% | -13.5% | +6.2% |
| 6M | -43.6% | +18.8% | -62.4% | -33.2% |
| YTD | -41.9% | -1.5% | -40.4% | -41.7% |
| 1Y | -50.6% | +13.5% | -64.2% | -42.6% |
| 3Y | -89.3% | +135.0% | -224.3% | -70.8% |
| 5Y | -94.8% | +130.1% | -224.9% | -82.3% |
| All | -100.0% | +145.8% | -245.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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