-5.8%
QBTS vs WCN
+98.4%
-104.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.8% |
| 7D | -10.5% | +2.6% | -13.1% | -9.9% |
| 30D | -20.5% | +23.9% | -44.5% | -16.7% |
| 3M | -54.3% | +17.4% | -71.7% | -52.5% |
| 6M | -55.4% | +28.0% | -83.4% | -53.1% |
| YTD | -63.4% | +11.6% | -75.0% | -61.6% |
| 1Y | -59.1% | +16.9% | -76.0% | -57.0% |
| 3Y | +1,216.8% | +51.6% | +1,165.2% | +1,238.1% |
| 5Y | -2.6% | +48.0% | -50.6% | 0.0% |
| All | -5.8% | +98.4% | -104.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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