-65.1%
QBTS vs GWW
+55.5%
-120.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.3% |
| 7D | -11.8% | +11.1% | -22.9% | -12.4% |
| 30D | -33.6% | +15.7% | -49.4% | -34.3% |
| 3M | -52.5% | +14.8% | -67.2% | -53.0% |
| 6M | -50.4% | +30.9% | -81.3% | -54.1% |
| YTD | -60.3% | +48.5% | -108.8% | -65.8% |
| 1Y | -65.1% | +57.1% | -122.2% | -69.2% |
| All | -65.1% | +55.5% | -120.6% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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