+5.2%
QBTS vs WST
+52.9%
-47.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.9% | +16.1% | +17.6% |
| 7D | +0.3% | -3.1% | +3.4% | +1.1% |
| 30D | -29.8% | +9.1% | -38.9% | -30.9% |
| 3M | -45.0% | +14.7% | -59.7% | -46.3% |
| 6M | -55.2% | +28.0% | -83.2% | -57.1% |
| YTD | -59.2% | +45.6% | -104.8% | -62.0% |
| 1Y | -62.4% | +45.7% | -108.0% | -65.0% |
| 3Y | +1,264.0% | +21.1% | +1,242.9% | +1,147.1% |
| 5Y | +8.8% | +0.3% | +8.4% | +0.5% |
| All | +5.2% | +52.9% | -47.7% | -5.7% |
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