+65.5%
QBTS vs SHW
+42.1%
+23.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.2% |
| 7D | +1.3% | -3.1% | +4.4% | +2.5% |
| 30D | -19.0% | -10.0% | -9.0% | -15.8% |
| 3M | -29.5% | +2.3% | -31.7% | -30.1% |
| 6M | -11.2% | +0.7% | -11.8% | -11.6% |
| YTD | -35.8% | +0.5% | -36.2% | -36.3% |
| 1Y | +1.7% | -11.5% | +13.2% | +5.2% |
| 3Y | +1,470.1% | +21.3% | +1,448.8% | +1,386.3% |
| 5Y | +72.3% | +12.5% | +59.8% | +65.1% |
| All | +65.5% | +42.1% | +23.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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