-57.9%
QBTS vs WOLF
+53.8%
-111.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | -0.3% |
| 7D | +2.6% | +21.5% | -18.9% | -3.7% |
| 30D | -22.5% | -1.2% | -21.2% | -22.5% |
| 3M | -47.4% | -8.2% | -39.2% | -47.3% |
| 6M | -55.7% | -45.0% | -10.7% | -49.4% |
| YTD | -59.3% | +59.0% | -118.3% | -65.1% |
| 1Y | -63.3% | +59.1% | -122.3% | -68.2% |
| All | -57.9% | +53.8% | -111.7% | -62.5% |
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