+63.3%
QBTS vs BWA
+119.3%
-56.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.5% |
| 7D | -2.4% | +5.7% | -8.1% | -4.4% |
| 30D | -22.5% | +1.4% | -23.9% | -22.7% |
| 3M | -40.0% | -12.1% | -27.9% | -36.9% |
| 6M | -12.3% | +28.6% | -40.9% | -18.1% |
| YTD | -36.6% | +51.1% | -87.7% | -44.6% |
| 1Y | +8.4% | +55.9% | -47.4% | -6.5% |
| 3Y | +1,380.4% | +70.1% | +1,310.2% | +1,082.3% |
| 5Y | +69.7% | +90.7% | -21.0% | +40.8% |
| All | +63.3% | +119.3% | -56.0% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling