+709.8%
WDC vs QBTS
-4.0%
+713.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.6% | +6.9% | -0.1% |
| 7D | +16.3% | +8.7% | +7.6% | +15.5% |
| 30D | -18.3% | -26.5% | +8.2% | -16.5% |
| 3M | -31.4% | -52.6% | +21.1% | -28.1% |
| 6M | -36.3% | -56.0% | +19.7% | -33.2% |
| YTD | +80.8% | -62.4% | +143.2% | +90.0% |
| 1Y | +87.7% | -62.7% | +150.4% | +96.7% |
| 3Y | +819.4% | +1,266.7% | -447.2% | +716.7% |
| 5Y | +583.2% | +0.2% | +583.0% | +524.5% |
| All | +709.8% | -4.0% | +713.8% | +708.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling