+65.5%
QBTS vs GWW
+240.1%
-174.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | +1.3% | -3.4% | +4.7% | +1.9% |
| 30D | -19.0% | -1.9% | -17.1% | -18.8% |
| 3M | -29.5% | -2.4% | -27.1% | -29.4% |
| 6M | -11.2% | +15.7% | -26.9% | -14.4% |
| YTD | -35.8% | +27.6% | -63.4% | -39.2% |
| 1Y | +1.7% | +27.2% | -25.5% | -3.6% |
| 3Y | +1,470.1% | +89.7% | +1,380.4% | +1,362.0% |
| 5Y | +72.3% | +223.9% | -151.6% | +70.3% |
| All | +65.5% | +240.1% | -174.6% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling