-94.7%
SQQQ vs WST
-24.9%
-69.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +4.5% |
| 7D | +4.1% | +0.4% | +3.6% | +4.3% |
| 30D | +4.6% | -2.0% | +6.6% | +3.3% |
| 3M | -10.4% | +4.1% | -14.5% | -7.9% |
| 6M | -42.1% | +47.4% | -89.5% | -25.9% |
| YTD | -40.3% | +25.4% | -65.7% | -30.0% |
| 1Y | -50.2% | +35.3% | -85.5% | -38.1% |
| 3Y | -89.4% | -11.7% | -77.7% | -89.5% |
| 5Y | -94.7% | -24.0% | -70.6% | -93.4% |
| All | -94.7% | -24.9% | -69.7% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling