+68.7%
QBTS vs WING
-9.5%
+78.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.2% |
| 7D | +3.8% | -2.3% | +6.1% | +4.0% |
| 30D | -15.2% | -5.6% | -9.6% | -15.0% |
| 3M | -27.2% | -22.9% | -4.3% | -26.1% |
| 6M | -10.1% | -50.4% | +40.3% | -7.2% |
| YTD | -34.5% | -53.3% | +18.8% | -32.1% |
| 1Y | +6.0% | -61.2% | +67.2% | +10.4% |
| 3Y | +1,779.3% | -30.1% | +1,809.3% | +1,952.5% |
| 5Y | +75.4% | -35.0% | +110.4% | +101.9% |
| All | +68.7% | -9.5% | +78.2% | +91.4% |
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