This is a parable that Allah has given for the deeds and actions of the disbelievers who worshipped others besides Him and rejected His Messengers, thus building their acts on groundless basis. Their actions vanished from them when they were most in need of their rewards. Allah said,
{The parable of those who disbelieved in their Lord is that their works}

on the Day of Judgment, when they will seek their rewards from Allah the Exalted. They used to think that they had something, but they will find nothing, except what remains of ashes when a strong wind blows on it,
{on a stormy day;} They will not earn rewards for any of the good works they performed during this life, except what they can preserve of ashes during a day of strong wind. Allah said in other Ayat,
{And We shall turn to whatever deeds they did, and We shall make such deeds as scattered floating particles of dust.} [25:23],
{The parable of what they spend in this world is that of a wind which is extremely cold; it struck the harvest of a people who did wrong against themselves and destroyed it. Allah wronged them not, but they wronged themselves.} [3:117], and,
{O you who believe! Do not render in vain your Sadaqah (charity) by reminders of your generosity or by injury, like him who spends his wealth to be seen of men, and he does not believe in Allah, nor in the Last Day. His parable is that of a smooth rock on which is a little dust; on it falls heavy rain which leaves it bare. They are not able to do anything with what they have earned. And Allah does not guide the disbelieving people.} [2:264]
Allah said in this Ayah,
{That is the straying, far away from the right path}

meaning, their work and deeds were not based on firm, correct grounds, and thus, they lost their rewards when they needed them the most,
{That is the straying, far away from the right path.}