+74.1%
QBTS vs W
-59.0%
+133.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.0% | +6.5% |
| 7D | +6.8% | +6.5% | +0.3% | +5.4% |
| 30D | -14.9% | -6.2% | -8.7% | -13.8% |
| 3M | -31.6% | +48.9% | -80.5% | -37.6% |
| 6M | -4.9% | +31.2% | -36.1% | -11.1% |
| YTD | -32.4% | -0.4% | -32.0% | -33.5% |
| 1Y | +14.6% | +14.8% | -0.2% | +8.0% |
| 3Y | +1,839.6% | +40.5% | +1,799.1% | +1,510.4% |
| 5Y | +81.2% | -62.1% | +143.4% | +55.3% |
| All | +74.1% | -59.0% | +133.1% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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