+64.1%
QBTS vs WAB
+285.8%
-221.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -1.0% | -0.2% | -0.8% | -0.8% |
| 30D | -17.6% | -5.9% | -11.8% | -15.2% |
| 3M | -28.3% | +9.4% | -37.7% | -31.9% |
| 6M | -11.2% | +13.8% | -25.0% | -17.5% |
| YTD | -36.3% | +31.8% | -68.1% | -45.1% |
| 1Y | +3.9% | +48.5% | -44.7% | -14.8% |
| 3Y | +1,728.8% | +167.0% | +1,561.8% | +1,233.6% |
| 5Y | +70.9% | +222.3% | -151.5% | +27.6% |
| All | +64.1% | +285.8% | -221.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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