+68.7%
QBTS vs GWRE
+16.4%
+52.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.0% | +1.9% | -1.6% |
| 7D | +3.8% | -26.2% | +30.0% | +12.4% |
| 30D | -15.2% | -17.8% | +2.5% | -11.6% |
| 3M | -27.2% | +14.2% | -41.5% | -33.2% |
| 6M | -10.1% | -12.9% | +2.8% | -10.6% |
| YTD | -34.5% | -29.2% | -5.3% | -30.6% |
| 1Y | +6.0% | -44.4% | +50.4% | +22.3% |
| 3Y | +1,779.3% | +51.1% | +1,728.2% | +1,378.8% |
| 5Y | +75.4% | +16.5% | +58.9% | +31.9% |
| All | +68.7% | +16.4% | +52.3% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling