+75.6%
QBTS vs NWSA
+40.1%
+35.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +3.8% | -3.1% | +6.9% | +5.2% |
| 30D | -15.2% | +4.3% | -19.5% | -16.9% |
| 3M | -27.2% | +9.2% | -36.4% | -31.1% |
| 6M | -10.1% | +21.6% | -31.7% | -19.6% |
| YTD | -34.5% | +14.2% | -48.7% | -40.0% |
| 1Y | +6.0% | +1.8% | +4.3% | +3.2% |
| 3Y | +1,779.3% | +44.4% | +1,734.8% | +1,462.0% |
| All | +75.6% | +40.1% | +35.5% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling