-5.8%
QBTS vs WING
+30.0%
-35.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.8% |
| 7D | -10.5% | -2.7% | -7.8% | -10.3% |
| 30D | -20.5% | +29.3% | -49.8% | -21.8% |
| 3M | -54.3% | +39.9% | -94.1% | -55.3% |
| 6M | -55.4% | +32.4% | -87.8% | -56.2% |
| YTD | -63.4% | -32.9% | -30.5% | -63.0% |
| 1Y | -59.1% | -31.9% | -27.3% | -58.7% |
| 3Y | +1,216.8% | -24.9% | +1,241.7% | +1,270.3% |
| 5Y | -2.6% | -0.7% | -2.0% | +9.2% |
| All | -5.8% | +30.0% | -35.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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