+63.3%
QBTS vs SHW
+46.7%
+16.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.6% |
| 7D | -2.4% | -3.2% | +0.8% | -1.2% |
| 30D | -22.5% | -9.5% | -13.0% | -19.5% |
| 3M | -40.0% | +11.5% | -51.5% | -42.5% |
| 6M | -12.3% | -3.5% | -8.8% | -11.4% |
| YTD | -36.6% | +3.7% | -40.3% | -37.8% |
| 1Y | +8.4% | -7.9% | +16.3% | +10.4% |
| 3Y | +1,380.4% | +24.7% | +1,355.7% | +1,286.6% |
| 5Y | +69.7% | +13.6% | +56.1% | +61.1% |
| All | +63.3% | +46.7% | +16.6% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling