+1,264.0%
QBTS vs SWK
+46.0%
+1,218.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.4% | +18.4% | +18.2% |
| 7D | +0.3% | +11.0% | -10.7% | -6.0% |
| 30D | -29.8% | +30.1% | -59.9% | -40.1% |
| 3M | -45.0% | +14.7% | -59.6% | -49.5% |
| 6M | -55.2% | +44.5% | -99.7% | -64.0% |
| YTD | -59.2% | +59.4% | -118.5% | -69.5% |
| 1Y | -62.4% | +77.5% | -139.9% | -73.8% |
| 3Y | +1,264.0% | +49.5% | +1,214.5% | +725.0% |
| All | +1,264.0% | +46.0% | +1,218.0% | +725.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling