-10.8%
QBTS vs WM
+130.2%
-141.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.2% | -14.0% | -12.4% |
| 7D | -21.7% | +4.5% | -26.2% | -20.3% |
| 30D | -42.7% | +16.1% | -58.7% | -39.2% |
| 3M | -57.7% | +8.0% | -65.7% | -56.1% |
| 6M | -58.0% | +8.4% | -66.4% | -55.9% |
| YTD | -65.4% | +11.2% | -76.6% | -63.5% |
| 1Y | -70.8% | +22.3% | -93.1% | -68.8% |
| 3Y | +930.8% | +50.2% | +880.5% | +1,062.8% |
| 5Y | -7.8% | +63.3% | -71.1% | +5.8% |
| All | -10.8% | +130.2% | -141.1% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling