-3.1%
QBTS vs WCC
+366.4%
-369.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | +8.7% | +14.2% | -5.5% | +2.1% |
| 30D | -26.5% | -9.8% | -16.6% | -22.7% |
| 3M | -52.6% | -10.1% | -42.4% | -50.2% |
| 6M | -56.0% | -9.4% | -46.6% | -53.7% |
| YTD | -62.4% | +34.4% | -96.8% | -66.4% |
| 1Y | -62.7% | +23.3% | -86.0% | -65.4% |
| 3Y | +1,266.7% | +137.9% | +1,128.7% | +883.1% |
| 5Y | +0.2% | +144.0% | -143.8% | -25.9% |
| All | -3.1% | +366.4% | -369.4% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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