+3.3%
QBTS vs WING
+38.8%
-35.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.2% | -4.4% | -8.4% |
| 7D | +1.1% | +5.0% | -3.9% | +0.8% |
| 30D | -28.1% | +38.7% | -66.8% | -29.6% |
| 3M | -48.1% | +44.7% | -92.8% | -49.4% |
| 6M | -53.6% | +31.5% | -85.1% | -54.4% |
| YTD | -59.9% | -28.4% | -31.5% | -59.6% |
| 1Y | -64.3% | -28.2% | -36.1% | -64.1% |
| 3Y | +1,355.6% | -18.4% | +1,374.0% | +1,410.1% |
| 5Y | +6.6% | +5.2% | +1.4% | +19.1% |
| All | +3.3% | +38.8% | -35.5% | +13.8% |
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