-5.8%
QBTS vs WM
+132.7%
-138.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.9% |
| 7D | -10.5% | +3.2% | -13.7% | -9.3% |
| 30D | -20.5% | +13.0% | -33.5% | -16.4% |
| 3M | -54.3% | +9.2% | -63.5% | -52.3% |
| 6M | -55.4% | +13.6% | -69.1% | -52.7% |
| YTD | -63.4% | +12.4% | -75.8% | -61.2% |
| 1Y | -59.1% | +21.2% | -80.3% | -56.1% |
| 3Y | +1,216.8% | +48.7% | +1,168.1% | +1,387.0% |
| 5Y | -2.6% | +61.9% | -64.5% | +12.6% |
| All | -5.8% | +132.7% | -138.5% | +6.4% |
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