+81.2%
QBTS vs SHW
+14.2%
+67.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +8.9% | +7.5% |
| 7D | +6.8% | -1.2% | +8.0% | +7.2% |
| 30D | -14.9% | -11.6% | -3.3% | -10.8% |
| 3M | -31.6% | +9.1% | -40.7% | -34.0% |
| 6M | -4.9% | -0.7% | -4.3% | -5.0% |
| YTD | -32.4% | +1.4% | -33.8% | -33.3% |
| 1Y | +14.6% | -12.3% | +26.9% | +19.1% |
| 3Y | +1,839.6% | +23.4% | +1,816.3% | +1,719.0% |
| 5Y | +81.2% | +15.0% | +66.2% | +71.8% |
| All | +81.2% | +14.2% | +67.0% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling