+1,500.0%
QBTS vs WSM
+232.0%
+1,268.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +3.8% | +2.6% | +1.2% | +2.3% |
| 30D | -15.2% | -9.3% | -5.9% | -10.6% |
| 3M | -27.2% | +7.1% | -34.3% | -30.2% |
| 6M | -10.1% | +21.7% | -31.8% | -19.6% |
| YTD | -34.5% | +28.7% | -63.3% | -42.9% |
| 1Y | +6.0% | +13.9% | -7.9% | -1.9% |
| All | +1,500.0% | +232.0% | +1,268.0% | +419.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling