+1,500.0%
QBTS vs WU
-28.6%
+1,528.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.7% |
| 7D | +3.8% | -4.9% | +8.8% | +6.4% |
| 30D | -15.2% | -1.3% | -13.9% | -14.9% |
| 3M | -27.2% | -3.6% | -23.6% | -29.1% |
| 6M | -10.1% | -24.3% | +14.3% | +3.1% |
| YTD | -34.5% | -21.1% | -13.4% | -27.5% |
| 1Y | +6.0% | -10.3% | +16.3% | +4.8% |
| All | +1,500.0% | -28.6% | +1,528.6% | +1,551.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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