-5.8%
QBTS vs WY
-16.8%
+11.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.6% | -3.1% |
| 7D | -10.5% | -0.8% | -9.7% | -10.3% |
| 30D | -20.5% | +10.1% | -30.6% | -22.1% |
| 3M | -54.3% | -15.4% | -38.9% | -52.9% |
| 6M | -55.4% | -8.3% | -47.1% | -55.1% |
| YTD | -63.4% | -9.8% | -53.6% | -63.2% |
| 1Y | -59.1% | -3.9% | -55.2% | -59.5% |
| 3Y | +1,216.8% | -23.3% | +1,240.1% | +1,282.5% |
| 5Y | -2.6% | -31.2% | +28.6% | +4.5% |
| All | -5.8% | -16.8% | +11.0% | +0.4% |
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