-100.0%
SQQQ vs WM
+303.2%
-403.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.2% |
| 7D | -2.7% | -1.2% | -1.5% | -4.0% |
| 30D | +2.4% | -4.5% | +6.9% | -3.1% |
| 3M | -8.0% | -2.2% | -5.8% | -12.8% |
| 6M | -43.9% | -11.5% | -32.5% | -54.3% |
| YTD | -42.2% | -0.7% | -41.6% | -45.1% |
| 1Y | -51.8% | +0.3% | -52.1% | -54.4% |
| 3Y | -89.7% | +44.2% | -133.9% | -82.3% |
| 5Y | -94.7% | +51.6% | -146.3% | -88.5% |
| 10Y | -100.0% | +310.4% | -410.4% | -99.5% |
| All | -100.0% | +303.2% | -403.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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