+1,216.8%
QBTS vs WSM
+260.3%
+956.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.6% |
| 7D | -10.5% | 0.0% | -10.5% | -10.3% |
| 30D | -20.5% | +5.1% | -25.6% | -22.6% |
| 3M | -54.3% | +5.1% | -59.4% | -55.6% |
| 6M | -55.4% | +48.6% | -104.0% | -63.8% |
| YTD | -63.4% | +44.2% | -107.6% | -69.7% |
| 1Y | -59.1% | +38.1% | -97.2% | -65.6% |
| 3Y | +1,216.8% | +257.2% | +959.6% | +353.3% |
| All | +1,216.8% | +260.3% | +956.5% | +353.3% |
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