-3.1%
QBTS vs BWA
+65.6%
-68.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.4% |
| 7D | +8.7% | +7.3% | +1.4% | +6.0% |
| 30D | -26.5% | -15.8% | -10.6% | -21.0% |
| 3M | -52.6% | -25.7% | -26.8% | -46.6% |
| 6M | -56.0% | -19.6% | -36.4% | -51.5% |
| YTD | -62.4% | +14.1% | -76.4% | -63.3% |
| 1Y | -62.7% | +12.2% | -74.9% | -63.4% |
| 3Y | +1,266.7% | +63.8% | +1,202.8% | +1,071.2% |
| 5Y | +0.2% | +28.7% | -28.5% | -7.0% |
| All | -3.1% | +65.6% | -68.7% | -7.6% |
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