+13.0%
QBTS vs WAT
+98.2%
-85.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.2% | +6.2% |
| 7D | +13.7% | +6.0% | +7.6% | +12.0% |
| 30D | -21.3% | +9.9% | -31.2% | -23.0% |
| 3M | -44.7% | +17.2% | -61.9% | -46.9% |
| 6M | -49.2% | +34.2% | -83.4% | -52.9% |
| YTD | -56.1% | +25.5% | -81.6% | -59.0% |
| 1Y | -61.1% | +28.3% | -89.4% | -63.8% |
| 3Y | +1,511.0% | +88.4% | +1,422.6% | +1,292.3% |
| 5Y | +16.6% | +36.1% | -19.6% | +2.8% |
| All | +13.0% | +98.2% | -85.2% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling