+63.3%
QBTS vs WU
-49.0%
+112.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -22.5% | -1.1% | -21.4% | -22.2% |
| 3M | -40.0% | -3.9% | -36.2% | -40.4% |
| 6M | -12.3% | -20.7% | +8.3% | -6.4% |
| YTD | -36.6% | -18.4% | -18.2% | -33.2% |
| 1Y | +8.4% | -8.1% | +16.5% | +8.6% |
| 3Y | +1,380.4% | -24.2% | +1,404.5% | +1,444.9% |
| 5Y | +69.7% | -50.4% | +120.2% | +72.7% |
| All | +63.3% | -49.0% | +112.3% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling