+74.1%
QBTS vs WMB
+355.9%
-281.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.3% | +4.3% | +6.1% |
| 7D | +6.8% | +0.8% | +6.0% | +6.7% |
| 30D | -14.9% | +7.7% | -22.6% | -16.4% |
| 3M | -31.6% | +6.7% | -38.3% | -33.1% |
| 6M | -4.9% | +3.6% | -8.6% | -6.5% |
| YTD | -32.4% | +28.0% | -60.4% | -37.5% |
| 1Y | +14.6% | +37.6% | -23.0% | +4.1% |
| 3Y | +1,839.6% | +149.0% | +1,690.6% | +1,551.9% |
| 5Y | +81.2% | +285.3% | -204.1% | +58.7% |
| All | +74.1% | +355.9% | -281.8% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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