+5.2%
QBTS vs WM
+125.4%
-120.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.1% | +20.1% | +17.2% |
| 7D | +0.3% | +1.2% | -0.9% | +1.0% |
| 30D | -29.8% | +13.1% | -42.9% | -26.2% |
| 3M | -45.0% | +3.6% | -48.6% | -43.8% |
| 6M | -55.2% | +8.1% | -63.3% | -53.2% |
| YTD | -59.2% | +8.9% | -68.1% | -57.2% |
| 1Y | -62.4% | +20.3% | -82.7% | -60.0% |
| 3Y | +1,264.0% | +46.2% | +1,217.8% | +1,425.1% |
| 5Y | +8.8% | +59.9% | -51.1% | +24.0% |
| All | +5.2% | +125.4% | -120.2% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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