-2.4%
WBD vs QBTS
+61.8%
-64.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -1.8% | -2.4% | +0.6% | -1.7% |
| 30D | +8.8% | -22.5% | +31.3% | +9.9% |
| 3M | +4.6% | -40.0% | +44.6% | +6.5% |
| 6M | +1.1% | -12.3% | +13.4% | +0.3% |
| YTD | -2.0% | -36.6% | +34.6% | -1.6% |
| 1Y | +140.0% | +8.4% | +131.6% | +132.1% |
| 3Y | +144.4% | +1,380.4% | -1,236.0% | +98.5% |
| 5Y | -0.2% | +69.7% | -69.9% | -28.8% |
| All | -2.4% | +61.8% | -64.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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