+63.3%
QBTS vs NWSA
+74.6%
-11.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | -22.5% | +4.6% | -27.1% | -24.0% |
| 3M | -40.0% | +13.2% | -53.2% | -43.7% |
| 6M | -12.3% | +27.0% | -39.3% | -21.7% |
| YTD | -36.6% | +16.8% | -53.4% | -41.7% |
| 1Y | +8.4% | +4.5% | +3.9% | +4.8% |
| 3Y | +1,380.4% | +46.2% | +1,334.1% | +1,164.2% |
| 5Y | +69.7% | +40.9% | +28.8% | +40.2% |
| All | +63.3% | +74.6% | -11.2% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling