+1,470.1%
QBTS vs WTW
+61.9%
+1,408.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +1.3% | -5.7% | +7.0% | +1.9% |
| 30D | -19.0% | -7.3% | -11.7% | -18.4% |
| 3M | -29.5% | +21.5% | -50.9% | -31.1% |
| 6M | -11.2% | +9.6% | -20.8% | -11.6% |
| YTD | -35.8% | -3.3% | -32.5% | -33.6% |
| 1Y | +1.7% | -6.1% | +7.8% | +6.0% |
| 3Y | +1,470.1% | +61.8% | +1,408.3% | +1,711.3% |
| All | +1,470.1% | +61.9% | +1,408.2% | +1,711.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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