+13.0%
QBTS vs W
-52.1%
+65.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.6% | +2.8% | +6.4% |
| 7D | +13.7% | +3.3% | +10.4% | +12.9% |
| 30D | -21.3% | +10.5% | -31.8% | -22.9% |
| 3M | -44.7% | +9.6% | -54.4% | -45.9% |
| 6M | -49.2% | +76.4% | -125.6% | -55.3% |
| YTD | -56.1% | +16.4% | -72.5% | -58.3% |
| 1Y | -61.1% | +9.3% | -70.5% | -62.8% |
| 3Y | +1,511.0% | +172.8% | +1,338.1% | +1,138.2% |
| 5Y | +16.6% | -53.4% | +69.9% | -3.7% |
| All | +13.0% | -52.1% | +65.1% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling