-100.0%
SQQQ vs WST
+2,031.8%
-2,131.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | -0.3% |
| 7D | -4.2% | -0.3% | -3.9% | -4.4% |
| 30D | +2.4% | -4.6% | +7.0% | -2.0% |
| 3M | -5.7% | +5.7% | -11.4% | -0.2% |
| 6M | -46.6% | +37.6% | -84.2% | -26.5% |
| YTD | -42.7% | +23.0% | -65.8% | -28.4% |
| 1Y | -52.6% | +33.8% | -86.4% | -35.1% |
| 3Y | -89.8% | -13.4% | -76.5% | -90.6% |
| 5Y | -94.7% | -27.0% | -67.7% | -94.3% |
| 10Y | -100.0% | +324.5% | -424.5% | -99.3% |
| All | -100.0% | +2,031.8% | -2,131.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling