+652.6%
WDC vs QBTS
+2.2%
+650.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.4% | +0.4% |
| 7D | -16.7% | +1.1% | -17.8% | -16.8% |
| 30D | -27.2% | -28.1% | +0.9% | -25.6% |
| 3M | -34.0% | -48.1% | +14.1% | -31.2% |
| 6M | -39.7% | -53.6% | +13.9% | -37.0% |
| YTD | +68.1% | -59.9% | +128.0% | +75.8% |
| 1Y | +66.3% | -64.3% | +130.6% | +74.2% |
| 3Y | +754.4% | +1,355.6% | -601.1% | +655.7% |
| 5Y | +595.8% | +6.6% | +589.2% | +533.7% |
| All | +652.6% | +2.2% | +650.3% | +648.3% |
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 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