+13.0%
QBTS vs WMB
+302.4%
-289.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.7% | +3.7% | +6.5% |
| 7D | +13.7% | -6.7% | +20.3% | +15.5% |
| 30D | -21.3% | -8.6% | -12.7% | -19.7% |
| 3M | -44.7% | -4.9% | -39.8% | -44.2% |
| 6M | -49.2% | -6.3% | -42.9% | -48.9% |
| YTD | -56.1% | +13.0% | -69.1% | -58.3% |
| 1Y | -61.1% | +14.9% | -76.0% | -63.1% |
| 3Y | +1,511.0% | +113.4% | +1,397.6% | +1,311.7% |
| 5Y | +16.6% | +190.2% | -173.6% | +4.3% |
| All | +13.0% | +302.4% | -289.4% | +3.2% |
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