+72.0%
QBTS vs GWRE
+15.1%
+56.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +1.3% | -13.2% | +14.6% | +5.6% |
| 30D | -19.0% | -18.6% | -0.4% | -15.1% |
| 3M | -29.5% | +18.9% | -48.4% | -36.5% |
| 6M | -11.2% | -11.0% | -0.2% | -12.5% |
| YTD | -35.8% | -29.9% | -5.9% | -31.5% |
| 1Y | +1.7% | -44.3% | +46.0% | +18.3% |
| 3Y | +1,470.1% | +51.7% | +1,418.4% | +1,097.1% |
| All | +72.0% | +15.1% | +56.9% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling