-100.0%
SQQQ vs WFC
+398.2%
-498.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | -2.0% |
| 7D | -4.2% | +1.1% | -5.2% | -3.0% |
| 30D | +2.4% | +0.8% | +1.6% | +3.3% |
| 3M | -5.7% | +9.3% | -14.9% | +4.0% |
| 6M | -46.6% | +10.6% | -57.2% | -40.1% |
| YTD | -42.7% | -4.1% | -38.6% | -44.3% |
| 1Y | -52.6% | +13.6% | -66.2% | -43.8% |
| 3Y | -89.8% | +130.7% | -220.6% | -68.6% |
| 5Y | -94.7% | +126.7% | -221.4% | -79.0% |
| 10Y | -100.0% | +132.1% | -232.1% | -99.8% |
| All | -100.0% | +398.2% | -498.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling