-3.1%
QBTS vs WST
+57.4%
-60.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.5% |
| 7D | +8.7% | +4.9% | +3.9% | +7.8% |
| 30D | -26.5% | +10.7% | -37.1% | -27.7% |
| 3M | -52.6% | +16.8% | -69.4% | -53.9% |
| 6M | -56.0% | +32.0% | -87.9% | -58.1% |
| YTD | -62.4% | +49.9% | -112.3% | -65.2% |
| 1Y | -62.7% | +50.6% | -113.4% | -65.5% |
| 3Y | +1,266.7% | +21.4% | +1,245.2% | +1,146.0% |
| 5Y | +0.2% | -0.6% | +0.8% | -7.8% |
| All | -3.1% | +57.4% | -60.5% | -13.6% |
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