+63.3%
QBTS vs WSM
+383.0%
-319.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.1% |
| 7D | -2.4% | -3.3% | +0.8% | -1.5% |
| 30D | -22.5% | -8.4% | -14.1% | -20.4% |
| 3M | -40.0% | +9.7% | -49.7% | -41.8% |
| 6M | -12.3% | +16.7% | -29.0% | -16.3% |
| YTD | -36.6% | +28.7% | -65.3% | -40.8% |
| 1Y | +8.4% | +13.7% | -5.2% | +4.4% |
| 3Y | +1,380.4% | +230.1% | +1,150.3% | +1,091.2% |
| 5Y | +69.7% | +179.0% | -109.3% | +36.8% |
| All | +63.3% | +383.0% | -319.6% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling