+1,116.1%
WDC vs QBTS
+61.8%
+1,054.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.0% |
| 7D | +1.7% | -2.4% | +4.2% | +1.9% |
| 30D | -10.0% | -22.5% | +12.5% | -8.5% |
| 3M | -18.8% | -40.0% | +21.3% | -16.4% |
| 6M | +79.0% | -12.3% | +91.4% | +79.3% |
| YTD | +171.6% | -36.6% | +208.2% | +175.7% |
| 1Y | +417.4% | +8.4% | +408.9% | +409.7% |
| 3Y | +1,251.8% | +1,380.4% | -128.6% | +1,067.8% |
| 5Y | +911.7% | +69.7% | +842.0% | +790.6% |
| All | +1,116.1% | +61.8% | +1,054.3% | +1,073.3% |
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