+1,839.6%
QBTS vs WAB
+168.6%
+1,671.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.1% |
| 7D | +6.8% | +1.7% | +5.2% | +5.4% |
| 30D | -14.9% | -2.4% | -12.5% | -13.1% |
| 3M | -31.6% | +9.7% | -41.3% | -38.2% |
| 6M | -4.9% | +16.5% | -21.5% | -19.8% |
| YTD | -32.4% | +33.7% | -66.2% | -50.9% |
| 1Y | +14.6% | +49.7% | -35.1% | -24.8% |
| 3Y | +1,839.6% | +170.9% | +1,668.7% | +732.7% |
| All | +1,839.6% | +168.6% | +1,671.1% | +732.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling