-13.8%
WDAY vs QBTS
+2.2%
-16.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.6% | +7.9% | -0.4% |
| 7D | -4.6% | +1.1% | -5.6% | -4.7% |
| 30D | +1.2% | -28.1% | +29.3% | +2.2% |
| 3M | +2.6% | -48.1% | +50.6% | +4.6% |
| 6M | +47.8% | -53.6% | +101.3% | +50.3% |
| YTD | -12.1% | -59.9% | +47.9% | -10.5% |
| 1Y | -17.1% | -64.3% | +47.2% | -15.7% |
| 3Y | -17.9% | +1,355.6% | -1,373.4% | -29.5% |
| 5Y | -35.1% | +6.6% | -41.7% | -43.8% |
| All | -13.8% | +2.2% | -16.1% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling