+64.1%
QBTS vs TW
+63.2%
+0.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -1.0% | -2.7% | +1.8% | -0.7% |
| 30D | -17.6% | -1.7% | -15.9% | -17.5% |
| 3M | -28.3% | +1.6% | -29.9% | -29.0% |
| 6M | -11.2% | -17.7% | +6.5% | -8.5% |
| YTD | -36.3% | -4.3% | -31.9% | -36.7% |
| 1Y | +3.9% | -13.1% | +17.0% | +5.4% |
| 3Y | +1,728.8% | +20.3% | +1,708.5% | +1,700.1% |
| 5Y | +70.9% | +22.0% | +48.9% | +65.8% |
| All | +64.1% | +63.2% | +0.9% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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