-100.0%
SQQQ vs WMB
+890.0%
-990.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | +1.8% |
| 7D | -4.2% | +0.8% | -5.0% | -3.7% |
| 30D | +2.4% | +7.7% | -5.3% | +7.5% |
| 3M | -5.7% | +6.7% | -12.4% | -1.6% |
| 6M | -46.6% | +3.6% | -50.2% | -45.4% |
| YTD | -42.7% | +28.0% | -70.7% | -32.4% |
| 1Y | -52.6% | +37.6% | -90.2% | -41.0% |
| 3Y | -89.8% | +149.0% | -238.9% | -79.6% |
| 5Y | -94.7% | +285.3% | -380.0% | -84.5% |
| 10Y | -100.0% | +302.1% | -402.0% | -99.8% |
| All | -100.0% | +890.0% | -990.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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