-65.1%
QBTS vs WOLF
-3.0%
-62.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -11.8% | -14.5% | +2.6% | -6.9% |
| 30D | -33.6% | -32.0% | -1.6% | -24.3% |
| 3M | -52.5% | -15.8% | -36.7% | -51.6% |
| 6M | -50.4% | -36.6% | -13.8% | -44.0% |
| YTD | -60.3% | +30.9% | -91.2% | -65.5% |
| 1Y | -65.1% | +4.1% | -69.2% | -68.2% |
| All | -65.1% | -3.0% | -62.1% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling