-100.0%
SQQQ vs WPM
+1,162.0%
-1,262.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.7% | +6.9% | +1.9% |
| 7D | +4.1% | -3.6% | +7.7% | +2.8% |
| 30D | +4.6% | +12.5% | -7.9% | +9.7% |
| 3M | -10.4% | +40.6% | -51.0% | +3.4% |
| 6M | -42.1% | +0.5% | -42.6% | -38.9% |
| YTD | -40.3% | +29.0% | -69.4% | -30.4% |
| 1Y | -50.2% | +43.8% | -94.0% | -39.1% |
| 3Y | -89.4% | +266.3% | -355.7% | -81.0% |
| 5Y | -94.7% | +255.1% | -349.8% | -89.7% |
| 10Y | -100.0% | +526.8% | -626.8% | -99.9% |
| All | -100.0% | +1,162.0% | -1,262.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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