-89.0%
SQQQ vs WFC
+132.5%
-221.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.1% |
| 7D | +4.1% | +0.3% | +3.8% | +4.3% |
| 30D | +4.6% | +2.3% | +2.3% | +6.6% |
| 3M | -10.4% | +9.8% | -20.2% | -3.0% |
| 6M | -42.1% | +15.6% | -57.7% | -34.0% |
| YTD | -40.3% | -2.4% | -37.9% | -41.0% |
| 1Y | -50.2% | +13.8% | -64.0% | -42.5% |
| All | -89.0% | +132.5% | -221.5% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling