-5.8%
QBTS vs GWW
+296.4%
-302.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.7% |
| 7D | -10.5% | +3.6% | -14.0% | -11.0% |
| 30D | -20.5% | +12.1% | -32.7% | -22.0% |
| 3M | -54.3% | +12.9% | -67.2% | -55.2% |
| 6M | -55.4% | +19.3% | -74.7% | -56.9% |
| YTD | -63.4% | +48.7% | -112.2% | -66.2% |
| 1Y | -59.1% | +60.5% | -119.6% | -62.8% |
| 3Y | +1,216.8% | +93.3% | +1,123.5% | +1,091.1% |
| 5Y | -2.6% | +219.0% | -221.6% | -5.6% |
| All | -5.8% | +296.4% | -302.2% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling