-3.1%
QBTS vs WMB
+320.5%
-323.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.8% | -8.4% | -7.8% |
| 7D | +8.7% | +8.1% | +0.7% | +6.8% |
| 30D | -26.5% | -6.9% | -19.6% | -25.3% |
| 3M | -52.6% | -5.1% | -47.5% | -52.1% |
| 6M | -56.0% | -5.7% | -50.3% | -55.7% |
| YTD | -62.4% | +18.1% | -80.4% | -64.6% |
| 1Y | -62.7% | +18.4% | -81.1% | -64.9% |
| 3Y | +1,266.7% | +122.7% | +1,143.9% | +1,085.0% |
| 5Y | +0.2% | +202.0% | -201.8% | -11.3% |
| All | -3.1% | +320.5% | -323.6% | -12.4% |
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