+65.5%
QBTS vs WCC
+407.9%
-342.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.9% |
| 7D | +1.3% | +1.5% | -0.2% | +0.6% |
| 30D | -19.0% | -2.1% | -16.9% | -18.1% |
| 3M | -29.5% | +3.8% | -33.3% | -30.5% |
| 6M | -11.2% | +35.0% | -46.1% | -21.3% |
| YTD | -35.8% | +46.4% | -82.1% | -44.7% |
| 1Y | +1.7% | +63.0% | -61.3% | -15.8% |
| 3Y | +1,470.1% | +133.9% | +1,336.2% | +1,009.8% |
| 5Y | +72.3% | +226.5% | -154.2% | +21.7% |
| All | +65.5% | +407.9% | -342.3% | +17.7% |
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