-100.0%
SQQQ vs WWD
+498.2%
-598.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -3.9% | -1.4% |
| 7D | +1.8% | -2.6% | +4.4% | -0.4% |
| 30D | +4.2% | -6.9% | +11.1% | -1.7% |
| 3M | -3.3% | -13.0% | +9.8% | -13.3% |
| 6M | -43.6% | -12.5% | -31.2% | -47.3% |
| YTD | -41.9% | +11.8% | -53.7% | -32.0% |
| 1Y | -50.6% | +41.1% | -91.7% | -27.4% |
| 3Y | -89.3% | +163.1% | -252.4% | -66.5% |
| 5Y | -94.8% | +187.6% | -282.4% | -77.4% |
| All | -100.0% | +498.2% | -598.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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