+8.4%
QBTS vs NWSA
+5.5%
+2.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.5% |
| 7D | -2.4% | -1.9% | -0.5% | -2.5% |
| 30D | -22.5% | +4.6% | -27.1% | -22.4% |
| 3M | -40.0% | +13.2% | -53.2% | -40.4% |
| 6M | -12.3% | +27.0% | -39.3% | -15.3% |
| YTD | -36.6% | +16.8% | -53.4% | -36.6% |
| 1Y | +8.4% | +4.5% | +3.9% | +10.4% |
| All | +8.4% | +5.5% | +2.9% | +10.4% |
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