+16.6%
QBTS vs SWK
-23.3%
+39.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.6% | +6.0% |
| 7D | +13.7% | +10.7% | +3.0% | +7.8% |
| 30D | -21.3% | +33.3% | -54.6% | -32.2% |
| 3M | -44.7% | +14.7% | -59.4% | -48.8% |
| 6M | -49.2% | +48.5% | -97.7% | -58.6% |
| YTD | -56.1% | +63.9% | -120.0% | -66.3% |
| 1Y | -61.1% | +80.4% | -141.5% | -71.6% |
| 3Y | +1,511.0% | +58.1% | +1,452.8% | +1,109.8% |
| 5Y | +16.6% | -24.5% | +41.1% | -6.2% |
| All | +16.6% | -23.3% | +39.8% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling