+1,216.8%
QBTS vs SHW
+41.3%
+1,175.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -10.5% | +1.9% | -12.4% | -11.2% |
| 30D | -20.5% | +8.1% | -28.6% | -24.0% |
| 3M | -54.3% | -2.8% | -51.5% | -53.6% |
| 6M | -55.4% | +15.0% | -70.4% | -59.3% |
| YTD | -63.4% | +9.0% | -72.4% | -65.9% |
| 1Y | -59.1% | +4.5% | -63.6% | -60.8% |
| 3Y | +1,216.8% | +41.9% | +1,175.0% | +735.3% |
| All | +1,216.8% | +41.3% | +1,175.5% | +735.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling