-25.7%
WDAY vs QBTS
+1,677.7%
-1,703.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.6% | -11.4% | -5.1% |
| 7D | -6.1% | +6.8% | -12.9% | -6.4% |
| 30D | +3.7% | -14.9% | +18.6% | +4.3% |
| 3M | +29.6% | -31.6% | +61.2% | +31.0% |
| 6M | +23.3% | -4.9% | +28.3% | +22.0% |
| YTD | -13.3% | -32.4% | +19.2% | -13.2% |
| 1Y | -19.6% | +14.6% | -34.2% | -22.0% |
| 3Y | -25.7% | +1,839.6% | -1,865.3% | -39.8% |
| All | -25.7% | +1,677.7% | -1,703.3% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling