-15.6%
WDAY vs QBTS
+62.5%
-78.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | -10.5% | -1.0% | -9.6% | -10.5% |
| 30D | +2.1% | -17.6% | +19.8% | +2.7% |
| 3M | +34.6% | -28.3% | +63.0% | +35.6% |
| 6M | +29.9% | -11.2% | +41.1% | +29.1% |
| YTD | -13.8% | -36.3% | +22.5% | -13.6% |
| 1Y | -18.3% | +3.9% | -22.1% | -20.0% |
| 3Y | -26.2% | +1,728.8% | -1,754.9% | -37.3% |
| 5Y | -30.8% | +70.9% | -101.7% | -41.2% |
| All | -15.6% | +62.5% | -78.1% | -28.1% |
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