-17.9%
WDAY vs QBTS
+5.7%
-23.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | -7.4% | +3.8% | -11.2% | -7.5% |
| 30D | +1.0% | -15.2% | +16.2% | +1.6% |
| 3M | +32.7% | -27.2% | +59.9% | +33.8% |
| 6M | +25.6% | -10.1% | +35.7% | +24.0% |
| YTD | -13.4% | -34.5% | +21.2% | -13.1% |
| All | -17.9% | +5.7% | -23.5% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling