+5.2%
QBTS vs SWK
-20.5%
+25.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.4% | +18.4% | +18.2% |
| 7D | +0.3% | +11.0% | -10.7% | -4.9% |
| 30D | -29.8% | +30.1% | -59.9% | -38.4% |
| 3M | -45.0% | +14.7% | -59.6% | -48.8% |
| 6M | -55.2% | +44.5% | -99.7% | -62.5% |
| YTD | -59.2% | +59.4% | -118.5% | -67.7% |
| 1Y | -62.4% | +77.5% | -139.9% | -71.7% |
| 3Y | +1,264.0% | +49.5% | +1,214.5% | +971.6% |
| 5Y | +8.8% | -24.9% | +33.7% | -10.9% |
| All | +5.2% | -20.5% | +25.8% | -13.7% |
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