-100.0%
SQQQ vs WSM
+3,268.1%
-3,368.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +4.9% | +2.1% |
| 7D | +4.1% | +0.4% | +3.6% | +4.4% |
| 30D | +4.6% | -10.7% | +15.3% | -3.4% |
| 3M | -10.4% | +8.5% | -18.9% | -3.7% |
| 6M | -42.1% | +19.6% | -61.7% | -31.9% |
| YTD | -40.3% | +26.6% | -66.9% | -25.9% |
| 1Y | -50.2% | +12.0% | -62.1% | -42.6% |
| 3Y | -89.4% | +226.6% | -316.0% | -65.7% |
| 5Y | -94.7% | +174.1% | -268.8% | -78.1% |
| 10Y | -100.0% | +1,052.9% | -1,152.9% | -99.3% |
| All | -100.0% | +3,268.1% | -3,368.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling