+4.9%
QBTS vs WST
+58.0%
-53.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +2.6% | +1.1% | +1.5% | +2.5% |
| 30D | -22.5% | +12.4% | -34.9% | -24.1% |
| 3M | -47.4% | +17.6% | -64.9% | -48.9% |
| 6M | -55.7% | +28.3% | -83.9% | -57.6% |
| YTD | -59.3% | +50.5% | -109.8% | -62.3% |
| 1Y | -63.3% | +49.4% | -112.6% | -66.0% |
| 3Y | +1,379.2% | +21.9% | +1,357.3% | +1,247.4% |
| 5Y | +8.3% | +0.4% | +8.0% | -0.4% |
| All | +4.9% | +58.0% | -53.1% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling