-65.1%
QBTS vs WSM
+44.0%
-109.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -4.7% |
| 7D | -11.8% | +8.0% | -19.8% | -17.1% |
| 30D | -33.6% | +13.5% | -47.1% | -40.2% |
| 3M | -52.5% | +8.8% | -61.3% | -55.8% |
| 6M | -50.4% | +54.7% | -105.1% | -66.4% |
| YTD | -60.3% | +53.3% | -113.6% | -72.2% |
| 1Y | -65.1% | +41.1% | -106.2% | -74.4% |
| All | -65.1% | +44.0% | -109.1% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling