-3.1%
QBTS vs WELL
+345.9%
-348.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.5% |
| 7D | +8.7% | +0.1% | +8.6% | +8.7% |
| 30D | -26.5% | +6.8% | -33.3% | -27.3% |
| 3M | -52.6% | +6.7% | -59.3% | -53.1% |
| 6M | -56.0% | +13.8% | -69.8% | -57.3% |
| YTD | -62.4% | +33.8% | -96.2% | -65.0% |
| 1Y | -62.7% | +29.6% | -92.4% | -65.1% |
| 3Y | +1,266.7% | +203.1% | +1,063.6% | +890.7% |
| 5Y | +0.2% | +223.8% | -223.6% | -25.7% |
| All | -3.1% | +345.9% | -348.9% | -28.3% |
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