+715.3%
WDC vs QBTS
+3.9%
+711.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +8.2% |
| 7D | -3.2% | +2.6% | -5.8% | -3.4% |
| 30D | -19.0% | -22.5% | +3.5% | -17.6% |
| 3M | -28.4% | -47.4% | +18.9% | -25.4% |
| 6M | -39.2% | -55.7% | +16.5% | -36.4% |
| YTD | +82.1% | -59.3% | +141.3% | +90.3% |
| 1Y | +84.7% | -63.3% | +147.9% | +93.1% |
| 3Y | +825.6% | +1,379.2% | -553.5% | +717.8% |
| 5Y | +608.2% | +8.3% | +599.8% | +544.3% |
| All | +715.3% | +3.9% | +711.4% | +709.8% |
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