+1,216.8%
QBTS vs NWSA
+32.6%
+1,184.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.5% | -4.2% |
| 7D | -10.5% | +2.2% | -12.7% | -11.5% |
| 30D | -20.5% | -8.8% | -11.8% | -16.5% |
| 3M | -54.3% | -6.5% | -47.8% | -52.6% |
| 6M | -55.4% | +1.5% | -56.9% | -56.8% |
| YTD | -63.4% | +4.0% | -67.5% | -65.3% |
| 1Y | -59.1% | +3.4% | -62.6% | -61.1% |
| 3Y | +1,216.8% | +34.8% | +1,182.0% | +852.8% |
| All | +1,216.8% | +32.6% | +1,184.2% | +852.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling