-100.0%
SQQQ vs WST
+344.2%
-444.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.1% |
| 7D | +1.8% | +1.8% | 0.0% | +3.3% |
| 30D | +4.2% | -1.7% | +5.9% | +2.7% |
| 3M | -3.3% | +4.9% | -8.2% | +1.0% |
| 6M | -43.6% | +45.5% | -89.2% | -22.4% |
| YTD | -41.9% | +26.1% | -68.0% | -28.0% |
| 1Y | -50.6% | +31.7% | -82.3% | -35.9% |
| 3Y | -89.3% | -12.1% | -77.2% | -89.7% |
| 5Y | -94.8% | -23.6% | -71.2% | -93.9% |
| All | -100.0% | +344.2% | -444.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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