+202.9%
WULF vs QBTS
+62.5%
+140.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.1% | -5.3% |
| 7D | -0.6% | -1.0% | +0.4% | -0.3% |
| 30D | -3.6% | -17.6% | +14.0% | -0.4% |
| 3M | -30.4% | -28.3% | -2.1% | -26.6% |
| 6M | +12.5% | -11.2% | +23.7% | +12.6% |
| YTD | +40.5% | -36.3% | +76.8% | +48.4% |
| 1Y | +53.0% | +3.9% | +49.1% | +47.4% |
| 3Y | +796.7% | +1,728.8% | -932.1% | +397.6% |
| 5Y | -30.9% | +70.9% | -101.8% | -68.2% |
| All | +202.9% | +62.5% | +140.4% | +92.7% |
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