+4.9%
QBTS vs SWK
-20.0%
+24.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +2.6% | -2.3% | +4.9% | +3.9% |
| 30D | -22.5% | +30.4% | -52.9% | -31.9% |
| 3M | -47.4% | +12.1% | -59.5% | -50.4% |
| 6M | -55.7% | +49.1% | -104.8% | -63.4% |
| YTD | -59.3% | +60.4% | -119.7% | -67.8% |
| 1Y | -63.3% | +78.3% | -141.6% | -72.4% |
| 3Y | +1,379.2% | +53.3% | +1,325.9% | +1,051.6% |
| 5Y | +8.3% | -27.0% | +35.3% | -11.4% |
| All | +4.9% | -20.0% | +24.9% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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