+64.1%
QBTS vs WWD
+195.0%
-130.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.9% |
| 7D | -1.0% | -2.9% | +1.9% | +0.6% |
| 30D | -17.6% | -6.6% | -11.0% | -14.5% |
| 3M | -28.3% | -9.3% | -19.0% | -24.9% |
| 6M | -11.2% | -13.6% | +2.4% | -5.1% |
| YTD | -36.3% | +10.4% | -46.6% | -41.1% |
| 1Y | +3.9% | +39.9% | -36.0% | -15.7% |
| 3Y | +1,728.8% | +165.0% | +1,563.7% | +1,019.1% |
| 5Y | +70.9% | +183.8% | -112.9% | +3.2% |
| All | +64.1% | +195.0% | -130.8% | -0.2% |
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