+68.7%
QBTS vs WST
+28.9%
+39.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +3.8% | -1.7% | +5.5% | +4.2% |
| 30D | -15.2% | -4.3% | -10.9% | -14.5% |
| 3M | -27.2% | +0.7% | -28.0% | -27.3% |
| 6M | -10.1% | +36.0% | -46.1% | -14.9% |
| YTD | -34.5% | +22.7% | -57.3% | -37.1% |
| 1Y | +6.0% | +34.1% | -28.1% | +0.6% |
| 3Y | +1,779.3% | -13.6% | +1,792.8% | +1,708.0% |
| 5Y | +75.4% | -26.0% | +101.4% | +68.4% |
| All | +68.7% | +28.9% | +39.8% | +56.1% |
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