+13.0%
QBTS vs WST
+58.0%
-45.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.3% | +4.1% | +6.7% |
| 7D | +13.7% | +1.3% | +12.4% | +13.6% |
| 30D | -21.3% | +12.9% | -34.1% | -23.0% |
| 3M | -44.7% | +16.7% | -61.4% | -46.3% |
| 6M | -49.2% | +26.8% | -76.0% | -51.3% |
| YTD | -56.1% | +50.5% | -106.6% | -59.4% |
| 1Y | -61.1% | +52.9% | -114.0% | -64.1% |
| 3Y | +1,511.0% | +23.9% | +1,487.0% | +1,363.6% |
| 5Y | +16.6% | +1.0% | +15.5% | +7.1% |
| All | +13.0% | +58.0% | -45.0% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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