+8.4%
QBTS vs WSM
+19.9%
-11.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -3.2% |
| 7D | -2.4% | -3.3% | +0.8% | +0.2% |
| 30D | -22.5% | -8.4% | -14.1% | -16.7% |
| 3M | -40.0% | +9.7% | -49.7% | -45.2% |
| 6M | -12.3% | +16.7% | -29.0% | -25.8% |
| YTD | -36.6% | +28.7% | -65.3% | -49.5% |
| 1Y | +8.4% | +13.7% | -5.2% | -5.1% |
| All | +8.4% | +19.9% | -11.4% | -5.1% |
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