+3.3%
QBTS vs WAB
+317.8%
-314.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.8% | -10.4% | -9.5% |
| 7D | +1.1% | +4.0% | -3.0% | -0.6% |
| 30D | -28.1% | +6.3% | -34.4% | -30.0% |
| 3M | -48.1% | +3.3% | -51.4% | -48.8% |
| 6M | -53.6% | +14.5% | -68.0% | -56.7% |
| YTD | -59.9% | +42.7% | -102.6% | -66.7% |
| 1Y | -64.3% | +45.2% | -109.5% | -70.5% |
| 3Y | +1,355.6% | +173.8% | +1,181.8% | +932.6% |
| 5Y | +6.6% | +223.8% | -217.2% | -23.2% |
| All | +3.3% | +317.8% | -314.5% | -25.0% |
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