+63.3%
QBTS vs SWK
-33.2%
+96.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -22.5% | -5.7% | -16.8% | -20.2% |
| 3M | -40.0% | +24.1% | -64.1% | -45.7% |
| 6M | -12.3% | +24.7% | -37.0% | -21.2% |
| YTD | -36.6% | +33.9% | -70.5% | -45.1% |
| 1Y | +8.4% | +34.7% | -26.2% | -6.7% |
| 3Y | +1,380.4% | +15.3% | +1,365.1% | +1,206.6% |
| 5Y | +69.7% | -39.3% | +109.0% | +52.0% |
| All | +63.3% | -33.2% | +96.6% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling