-93.4%
SQQQ vs WM
+63.0%
-156.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +1.6% |
| 7D | -17.4% | +1.2% | -18.6% | -17.0% |
| 30D | +20.4% | +15.2% | +5.2% | +28.5% |
| 3M | +11.2% | +8.3% | +2.9% | +14.5% |
| 6M | -2.6% | +13.1% | -15.8% | +1.9% |
| YTD | -37.9% | +12.5% | -50.5% | -35.3% |
| 1Y | -36.2% | +21.8% | -58.0% | -28.6% |
| 3Y | -88.4% | +48.8% | -137.2% | -82.2% |
| 5Y | -93.4% | +62.1% | -155.5% | -86.1% |
| All | -93.4% | +63.0% | -156.4% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling