+1,216.8%
QBTS vs WST
+24.3%
+1,192.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -3.1% |
| 7D | -10.5% | +4.2% | -14.7% | -11.3% |
| 30D | -20.5% | +11.2% | -31.8% | -22.1% |
| 3M | -54.3% | +20.4% | -74.6% | -56.0% |
| 6M | -55.4% | +37.9% | -93.3% | -58.1% |
| YTD | -63.4% | +51.8% | -115.2% | -66.5% |
| 1Y | -59.1% | +56.6% | -115.8% | -62.7% |
| 3Y | +1,216.8% | +24.2% | +1,192.6% | +836.9% |
| All | +1,216.8% | +24.3% | +1,192.5% | +836.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling