+74.1%
QBTS vs WY
-9.2%
+83.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +6.8% |
| 7D | +6.8% | -2.1% | +8.9% | +7.2% |
| 30D | -14.9% | -10.5% | -4.4% | -13.1% |
| 3M | -31.6% | -4.9% | -26.7% | -31.3% |
| 6M | -4.9% | -4.9% | 0.0% | -4.6% |
| YTD | -32.4% | -1.7% | -30.8% | -32.9% |
| 1Y | +14.6% | -9.4% | +24.0% | +15.9% |
| 3Y | +1,839.6% | -22.3% | +1,861.9% | +1,912.3% |
| 5Y | +81.2% | -20.5% | +101.8% | +90.9% |
| All | +74.1% | -9.2% | +83.3% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling