-65.1%
QBTS vs NWSA
+18.2%
-83.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.6% |
| 7D | -11.8% | +4.3% | -16.1% | -11.3% |
| 30D | -33.6% | +5.6% | -39.2% | -33.2% |
| 3M | -52.5% | +7.3% | -59.7% | -51.9% |
| 6M | -50.4% | +18.8% | -69.2% | -50.3% |
| YTD | -60.3% | +17.9% | -78.2% | -59.6% |
| 1Y | -65.1% | +19.3% | -84.4% | -64.7% |
| All | -65.1% | +18.2% | -83.3% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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