+64.1%
QBTS vs WSM
+375.2%
-311.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -17.6% | -10.7% | -6.9% | -14.8% |
| 3M | -28.3% | +8.5% | -36.8% | -30.1% |
| 6M | -11.2% | +19.6% | -30.8% | -15.7% |
| YTD | -36.3% | +26.6% | -62.9% | -40.2% |
| 1Y | +3.9% | +12.0% | -8.1% | +0.5% |
| 3Y | +1,728.8% | +226.6% | +1,502.1% | +1,378.5% |
| 5Y | +70.9% | +174.1% | -103.3% | +38.5% |
| All | +64.1% | +375.2% | -311.0% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling