+75.4%
QBTS vs WSM
+182.5%
-107.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +3.8% | +2.6% | +1.2% | +2.9% |
| 30D | -15.2% | -9.3% | -5.9% | -12.4% |
| 3M | -27.2% | +7.1% | -34.3% | -29.0% |
| 6M | -10.1% | +21.7% | -31.8% | -15.9% |
| YTD | -34.5% | +28.7% | -63.3% | -39.6% |
| 1Y | +6.0% | +13.9% | -7.9% | +1.4% |
| 3Y | +1,779.3% | +232.2% | +1,547.1% | +1,337.7% |
| 5Y | +75.4% | +176.4% | -101.0% | +34.3% |
| All | +75.4% | +182.5% | -107.1% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling