+65.5%
QBTS vs WY
-11.8%
+77.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.3% | -4.2% | +5.5% | +2.2% |
| 30D | -19.0% | -10.1% | -8.9% | -17.3% |
| 3M | -29.5% | -8.5% | -21.0% | -28.5% |
| 6M | -11.2% | -3.3% | -7.8% | -11.2% |
| YTD | -35.8% | -4.4% | -31.4% | -35.8% |
| 1Y | +1.7% | -11.5% | +13.2% | +3.3% |
| 3Y | +1,470.1% | -24.3% | +1,494.4% | +1,537.8% |
| 5Y | +72.3% | -21.3% | +93.6% | +82.2% |
| All | +65.5% | -11.8% | +77.3% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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