-65.1%
QBTS vs GWRE
-24.5%
-40.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.9% | -0.9% |
| 7D | -11.8% | +2.2% | -14.0% | -12.2% |
| 30D | -33.6% | +4.5% | -38.2% | -34.4% |
| 3M | -52.5% | +6.4% | -58.9% | -53.9% |
| 6M | -50.4% | +18.8% | -69.2% | -54.0% |
| YTD | -60.3% | -15.1% | -45.2% | -58.6% |
| 1Y | -65.1% | -23.4% | -41.7% | -58.7% |
| All | -65.1% | -24.5% | -40.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling