-34.2%
QBTS vs WOLF
+39.8%
-74.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.7% | +5.0% | -0.2% |
| 7D | -1.0% | -6.2% | +5.3% | +1.0% |
| 30D | -17.6% | -16.5% | -1.2% | -13.4% |
| 3M | -28.3% | -42.0% | +13.7% | -17.9% |
| 6M | -11.2% | +51.8% | -63.0% | -20.2% |
| YTD | -36.3% | +44.6% | -80.9% | -42.6% |
| All | -34.2% | +39.8% | -74.0% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling