-32.4%
QBTS vs WOLF
+51.6%
-83.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -1.3% |
| 7D | +3.8% | +2.4% | +1.5% | +3.0% |
| 30D | -15.2% | -6.9% | -8.3% | -13.9% |
| 3M | -27.2% | -44.1% | +16.9% | -16.1% |
| 6M | -10.1% | +53.6% | -63.7% | -20.1% |
| YTD | -34.5% | +56.7% | -91.2% | -42.5% |
| All | -32.4% | +51.6% | -83.9% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling