-5.8%
QBTS vs WELL
+345.0%
-350.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | -10.5% | +0.1% | -10.6% | -10.5% |
| 30D | -20.5% | +5.7% | -26.2% | -21.3% |
| 3M | -54.3% | +4.6% | -58.9% | -54.6% |
| 6M | -55.4% | +11.9% | -67.3% | -56.5% |
| YTD | -63.4% | +33.6% | -97.0% | -66.0% |
| 1Y | -59.1% | +29.8% | -88.9% | -61.8% |
| 3Y | +1,216.8% | +202.2% | +1,014.7% | +855.1% |
| 5Y | -2.6% | +223.2% | -225.9% | -27.8% |
| All | -5.8% | +345.0% | -350.8% | -30.3% |
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