+68.7%
QBTS vs BWA
+111.9%
-43.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.6% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -15.2% | -5.6% | -9.7% | -13.3% |
| 3M | -27.2% | -10.7% | -16.5% | -24.1% |
| 6M | -10.1% | +23.2% | -33.3% | -14.7% |
| YTD | -34.5% | +46.0% | -80.5% | -42.1% |
| 1Y | +6.0% | +51.2% | -45.2% | -7.5% |
| 3Y | +1,779.3% | +69.6% | +1,709.7% | +1,408.9% |
| 5Y | +75.4% | +86.6% | -11.2% | +47.3% |
| All | +68.7% | +111.9% | -43.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling