-100.0%
SQQQ vs WU
-9.9%
-90.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +2.6% |
| 7D | +4.1% | -5.0% | +9.0% | -0.9% |
| 30D | +4.6% | -2.3% | +6.9% | +2.6% |
| 3M | -10.4% | -3.2% | -7.2% | -12.8% |
| 6M | -42.1% | -25.0% | -17.1% | -56.1% |
| YTD | -40.3% | -21.7% | -18.7% | -52.5% |
| 1Y | -50.2% | -9.0% | -41.2% | -53.4% |
| 3Y | -89.4% | -28.9% | -60.5% | -91.5% |
| 5Y | -94.7% | -51.0% | -43.6% | -96.6% |
| 10Y | -100.0% | -40.1% | -59.9% | -100.0% |
| All | -100.0% | -9.9% | -90.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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