-24.7%
WULF vs QBTS
+72.5%
-97.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | +1.4% | +1.3% | +0.1% | +1.2% |
| 30D | -2.6% | -19.0% | +16.4% | +0.9% |
| 3M | -34.0% | -29.5% | -4.5% | -30.2% |
| 6M | +10.0% | -11.2% | +21.1% | +10.1% |
| YTD | +45.7% | -35.8% | +81.4% | +53.8% |
| 1Y | +57.3% | +1.7% | +55.6% | +52.0% |
| 3Y | +878.9% | +1,470.1% | -591.1% | +448.7% |
| All | -24.7% | +72.5% | -97.2% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling