+4.9%
QBTS vs WWD
+200.1%
-195.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.9% |
| 7D | +2.6% | +3.7% | -1.1% | +1.0% |
| 30D | -22.5% | +1.8% | -24.3% | -22.9% |
| 3M | -47.4% | -5.0% | -42.4% | -45.7% |
| 6M | -55.7% | -8.4% | -47.3% | -53.9% |
| YTD | -59.3% | +12.3% | -71.5% | -62.6% |
| 1Y | -63.3% | +26.2% | -89.5% | -68.5% |
| 3Y | +1,379.2% | +154.6% | +1,224.6% | +815.7% |
| 5Y | +8.3% | +195.3% | -186.9% | -35.0% |
| All | +4.9% | +200.1% | -195.2% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling