-5.8%
QBTS vs WAT
+91.3%
-97.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -10.5% | +0.6% | -11.1% | -10.5% |
| 30D | -20.5% | +5.4% | -25.9% | -21.3% |
| 3M | -54.3% | +11.3% | -65.6% | -55.4% |
| 6M | -55.4% | +37.4% | -92.8% | -58.8% |
| YTD | -63.4% | +21.2% | -84.6% | -65.4% |
| 1Y | -59.1% | +21.3% | -80.5% | -61.4% |
| 3Y | +1,216.8% | +83.4% | +1,133.4% | +1,049.6% |
| 5Y | -2.6% | +29.0% | -31.6% | -13.3% |
| All | -5.8% | +91.3% | -97.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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