+2.3%
QBTS vs SW
+18.4%
-16.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.1% |
| 7D | -11.8% | +12.1% | -23.9% | -14.9% |
| 30D | -33.6% | +6.6% | -40.2% | -35.0% |
| 3M | -52.5% | -6.0% | -46.4% | -51.6% |
| 6M | -50.4% | +21.5% | -71.9% | -53.2% |
| YTD | -60.3% | +20.3% | -80.6% | -62.9% |
| 1Y | -65.1% | +28.1% | -93.2% | -68.0% |
| 3Y | +1,082.2% | +51.6% | +1,030.6% | +955.2% |
| 5Y | +5.6% | -0.1% | +5.7% | -4.7% |
| All | +2.3% | +18.4% | -16.1% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling