+63.3%
QBTS vs WST
+30.0%
+33.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -2.4% | +0.7% | -3.2% | -2.5% |
| 30D | -22.5% | -3.1% | -19.3% | -22.0% |
| 3M | -40.0% | +7.2% | -47.2% | -40.8% |
| 6M | -12.3% | +36.8% | -49.1% | -17.1% |
| YTD | -36.6% | +23.8% | -60.4% | -39.2% |
| 1Y | +8.4% | +37.8% | -29.3% | +2.5% |
| 3Y | +1,380.4% | -15.9% | +1,396.3% | +1,326.2% |
| 5Y | +69.7% | -25.8% | +95.5% | +62.7% |
| All | +63.3% | +30.0% | +33.3% | +50.9% |
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 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