+13.0%
QBTS vs WM
+125.8%
-112.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.5% |
| 7D | +13.7% | -0.5% | +14.1% | +13.7% |
| 30D | -21.3% | +13.3% | -34.6% | -17.1% |
| 3M | -44.7% | +4.4% | -49.1% | -43.5% |
| 6M | -49.2% | +10.8% | -60.0% | -46.7% |
| YTD | -56.1% | +9.1% | -65.2% | -54.0% |
| 1Y | -61.1% | +19.1% | -80.3% | -58.7% |
| 3Y | +1,511.0% | +45.7% | +1,465.3% | +1,700.3% |
| 5Y | +16.6% | +60.4% | -43.9% | +33.0% |
| All | +13.0% | +125.8% | -112.8% | +26.0% |
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