+135.5%
WMT vs QBTS
+61.8%
+73.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +3.9% | -2.4% | +6.3% | +3.9% |
| 30D | -4.4% | -22.5% | +18.1% | -4.4% |
| 3M | -8.8% | -40.0% | +31.2% | -8.7% |
| 6M | -15.6% | -12.3% | -3.3% | -15.7% |
| YTD | -3.2% | -36.6% | +33.4% | -3.2% |
| 1Y | +7.0% | +8.4% | -1.4% | +6.6% |
| 3Y | +105.3% | +1,380.4% | -1,275.1% | +101.6% |
| 5Y | +129.3% | +69.7% | +59.6% | +113.6% |
| All | +135.5% | +61.8% | +73.8% | +118.6% |
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