+16.6%
QBTS vs W
-52.3%
+68.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.6% | +2.8% | +6.3% |
| 7D | +13.7% | +3.3% | +10.4% | +12.8% |
| 30D | -21.3% | +10.5% | -31.8% | -23.0% |
| 3M | -44.7% | +9.6% | -54.4% | -46.0% |
| 6M | -49.2% | +76.4% | -125.6% | -55.8% |
| YTD | -56.1% | +16.4% | -72.5% | -58.5% |
| 1Y | -61.1% | +9.3% | -70.5% | -62.9% |
| 3Y | +1,511.0% | +172.8% | +1,338.1% | +1,110.0% |
| 5Y | +16.6% | -53.4% | +69.9% | -8.0% |
| All | +16.6% | -52.3% | +68.8% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling