+991.6%
WDC vs QBTS
+77.0%
+914.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.2% | +1.2% |
| 7D | +7.5% | +3.8% | +3.6% | +7.2% |
| 30D | +10.1% | -15.2% | +25.3% | +11.1% |
| 3M | -6.8% | -27.2% | +20.4% | -5.2% |
| 6M | +84.1% | -10.1% | +94.2% | +84.1% |
| YTD | +180.3% | -34.5% | +214.8% | +183.8% |
| 1Y | +411.1% | +6.0% | +405.1% | +403.8% |
| 3Y | +1,375.0% | +1,779.3% | -404.3% | +1,175.1% |
| 5Y | +991.6% | +75.4% | +916.2% | +804.3% |
| All | +991.6% | +77.0% | +914.5% | +804.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling