+3.3%
QBTS vs WM
+126.5%
-123.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.3% | -9.0% | -8.5% |
| 7D | +1.1% | +1.2% | -0.1% | +1.7% |
| 30D | -28.1% | +13.7% | -41.7% | -24.2% |
| 3M | -48.1% | +5.2% | -53.3% | -46.7% |
| 6M | -53.6% | +11.2% | -64.8% | -51.2% |
| YTD | -59.9% | +9.4% | -69.3% | -57.9% |
| 1Y | -64.3% | +20.4% | -84.7% | -62.0% |
| 3Y | +1,355.6% | +44.7% | +1,310.9% | +1,525.0% |
| 5Y | +6.6% | +58.5% | -51.9% | +21.9% |
| All | +3.3% | +126.5% | -123.3% | +15.3% |
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