-100.0%
SQQQ vs WSM
+1,071.8%
-1,171.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -1.8% |
| 7D | +1.8% | -0.5% | +2.3% | +1.5% |
| 30D | +4.2% | -7.7% | +11.9% | -1.3% |
| 3M | -3.3% | +3.8% | -7.0% | +0.1% |
| 6M | -43.6% | +22.7% | -66.3% | -32.9% |
| YTD | -41.9% | +28.0% | -69.9% | -27.8% |
| 1Y | -50.6% | +12.7% | -63.4% | -43.1% |
| 3Y | -89.3% | +231.3% | -320.6% | -66.3% |
| 5Y | -94.8% | +177.2% | -272.0% | -79.2% |
| All | -100.0% | +1,071.8% | -1,171.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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