-30.2%
QBTS vs WOLF
+60.4%
-90.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.7% | +6.0% |
| 7D | +6.8% | +9.8% | -2.9% | +3.6% |
| 30D | -14.9% | -12.1% | -2.7% | -12.0% |
| 3M | -31.6% | -47.9% | +16.3% | -19.6% |
| 6M | -4.9% | +74.3% | -79.2% | -18.4% |
| YTD | -32.4% | +65.9% | -98.3% | -41.8% |
| All | -30.2% | +60.4% | -90.6% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling