+1,839.6%
QBTS vs WAT
+49.0%
+1,790.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +7.2% |
| 7D | +6.8% | -0.7% | +7.6% | +7.1% |
| 30D | -14.9% | -1.0% | -13.9% | -14.5% |
| 3M | -31.6% | +10.9% | -42.5% | -34.5% |
| 6M | -4.9% | +33.2% | -38.1% | -15.4% |
| YTD | -32.4% | +6.1% | -38.5% | -34.8% |
| 1Y | +14.6% | +30.2% | -15.6% | +1.7% |
| 3Y | +1,839.6% | +52.9% | +1,786.8% | +1,293.3% |
| All | +1,839.6% | +49.0% | +1,790.6% | +1,293.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling