+63.3%
QBTS vs WAB
+289.4%
-226.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | -2.4% | -3.2% | +0.8% | -0.9% |
| 30D | -22.5% | -4.4% | -18.0% | -20.8% |
| 3M | -40.0% | +7.9% | -47.9% | -42.7% |
| 6M | -12.3% | +8.7% | -21.0% | -16.7% |
| YTD | -36.6% | +33.0% | -69.6% | -45.6% |
| 1Y | +8.4% | +46.7% | -38.2% | -10.6% |
| 3Y | +1,380.4% | +153.0% | +1,227.4% | +983.5% |
| 5Y | +69.7% | +222.3% | -152.6% | +26.2% |
| All | +63.3% | +289.4% | -226.0% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling