+3.3%
QBTS vs SW
+16.2%
-12.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.4% | -9.0% | -8.7% |
| 7D | +1.1% | +2.2% | -1.1% | +0.4% |
| 30D | -28.1% | +7.4% | -35.5% | -29.7% |
| 3M | -48.1% | -5.9% | -42.2% | -47.2% |
| 6M | -53.6% | +9.0% | -62.5% | -54.9% |
| YTD | -59.9% | +18.1% | -78.0% | -62.3% |
| 1Y | -64.3% | +28.7% | -93.0% | -67.3% |
| 3Y | +1,355.6% | +48.8% | +1,306.8% | +1,206.7% |
| 5Y | +6.6% | +2.5% | +4.2% | -3.3% |
| All | +3.3% | +16.2% | -12.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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