-89.3%
SQQQ vs WSM
+230.1%
-319.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -1.9% |
| 7D | +1.8% | -0.5% | +2.3% | +1.5% |
| 30D | +4.2% | -7.7% | +11.9% | -0.5% |
| 3M | -3.3% | +3.8% | -7.0% | -0.3% |
| 6M | -43.6% | +22.7% | -66.3% | -34.3% |
| YTD | -41.9% | +28.0% | -69.9% | -29.7% |
| 1Y | -50.6% | +12.7% | -63.4% | -43.9% |
| 3Y | -89.3% | +231.3% | -320.6% | -74.5% |
| All | -89.3% | +230.1% | -319.4% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling