+70.9%
QBTS vs GWW
+219.8%
-148.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -1.0% | -3.1% | +2.2% | -0.4% |
| 30D | -17.6% | -2.3% | -15.3% | -17.4% |
| 3M | -28.3% | -3.3% | -25.0% | -28.2% |
| 6M | -11.2% | +15.4% | -26.6% | -14.6% |
| YTD | -36.3% | +26.7% | -63.0% | -39.9% |
| 1Y | +3.9% | +29.0% | -25.1% | -2.3% |
| 3Y | +1,728.8% | +89.0% | +1,639.8% | +1,596.1% |
| 5Y | +70.9% | +221.8% | -150.9% | +74.0% |
| All | +70.9% | +219.8% | -148.9% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling