+1,099.4%
WDC vs QBTS
+62.5%
+1,036.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -4.3% |
| 7D | +4.4% | -1.0% | +5.4% | +4.5% |
| 30D | +5.3% | -17.6% | +22.9% | +6.5% |
| 3M | -5.9% | -28.3% | +22.4% | -4.1% |
| 6M | +73.2% | -11.2% | +84.4% | +73.4% |
| YTD | +167.8% | -36.3% | +204.1% | +171.8% |
| 1Y | +386.0% | +3.9% | +382.1% | +379.6% |
| 3Y | +1,309.7% | +1,728.8% | -419.1% | +1,111.8% |
| 5Y | +957.1% | +70.9% | +886.2% | +829.1% |
| All | +1,099.4% | +62.5% | +1,036.9% | +1,056.8% |
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 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