+843.9%
WULF vs QBTS
+1,701.1%
-857.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.1% | -5.1% |
| 7D | -0.6% | -1.0% | +0.4% | -0.2% |
| 30D | -3.6% | -17.6% | +14.0% | +0.8% |
| 3M | -30.4% | -28.3% | -2.1% | -25.2% |
| 6M | +12.5% | -11.2% | +23.7% | +12.2% |
| YTD | +40.5% | -36.3% | +76.8% | +50.8% |
| 1Y | +53.0% | +3.9% | +49.1% | +43.9% |
| All | +843.9% | +1,701.1% | -857.2% | +198.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling