+64.1%
QBTS vs WELL
+327.6%
-263.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -1.0% | -2.2% | +1.3% | -0.6% |
| 30D | -17.6% | +4.7% | -22.3% | -18.3% |
| 3M | -28.3% | +11.9% | -40.3% | -30.1% |
| 6M | -11.2% | +14.3% | -25.5% | -14.2% |
| YTD | -36.3% | +28.4% | -64.7% | -40.4% |
| 1Y | +3.9% | +42.3% | -38.4% | -5.8% |
| 3Y | +1,728.8% | +202.6% | +1,526.2% | +1,231.1% |
| 5Y | +70.9% | +206.5% | -135.7% | +27.8% |
| All | +64.1% | +327.6% | -263.5% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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