+1,511.0%
QBTS vs WAT
+85.3%
+1,425.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.2% | +5.6% |
| 7D | +13.7% | +6.0% | +7.6% | +11.3% |
| 30D | -21.3% | +9.9% | -31.2% | -23.9% |
| 3M | -44.7% | +17.2% | -61.9% | -47.9% |
| 6M | -49.2% | +34.2% | -83.4% | -54.6% |
| YTD | -56.1% | +25.5% | -81.6% | -60.2% |
| 1Y | -61.1% | +28.3% | -89.4% | -65.0% |
| 3Y | +1,511.0% | +88.4% | +1,422.6% | +837.0% |
| All | +1,511.0% | +85.3% | +1,425.6% | +837.0% |
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 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