-100.0%
SQQQ vs WTW
+198.0%
-298.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.6% | -2.5% |
| 7D | +1.8% | -5.7% | +7.5% | -4.3% |
| 30D | +4.2% | -7.3% | +11.4% | -4.0% |
| 3M | -3.3% | +21.5% | -24.7% | +17.5% |
| 6M | -43.6% | +9.6% | -53.3% | -40.2% |
| YTD | -41.9% | -3.3% | -38.6% | -47.5% |
| 1Y | -50.6% | -6.1% | -44.5% | -57.5% |
| 3Y | -89.3% | +61.8% | -151.1% | -79.7% |
| 5Y | -94.8% | +42.7% | -137.5% | -89.1% |
| All | -100.0% | +198.0% | -298.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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