+86.1%
WULF vs QBTS
+7.2%
+79.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.2% |
| 7D | +7.6% | -2.4% | +10.0% | +8.5% |
| 30D | -8.6% | -22.5% | +13.9% | -0.6% |
| 3M | -37.0% | -40.0% | +3.1% | -26.1% |
| 6M | +7.4% | -12.3% | +19.7% | +6.1% |
| YTD | +43.7% | -36.6% | +80.3% | +54.9% |
| 1Y | +86.1% | +8.4% | +77.7% | +112.5% |
| All | +86.1% | +7.2% | +79.0% | +112.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling