+64.1%
QBTS vs NWSA
+69.4%
-5.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -1.0% | -4.8% | +3.8% | +0.9% |
| 30D | -17.6% | +3.0% | -20.6% | -18.6% |
| 3M | -28.3% | +9.3% | -37.6% | -31.7% |
| 6M | -11.2% | +23.2% | -34.4% | -19.8% |
| YTD | -36.3% | +13.3% | -49.6% | -40.7% |
| 1Y | +3.9% | +2.9% | +1.0% | +0.9% |
| 3Y | +1,728.8% | +43.3% | +1,685.4% | +1,475.1% |
| 5Y | +70.9% | +40.9% | +30.0% | +42.7% |
| All | +64.1% | +69.4% | -5.2% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling