+1,264.0%
QBTS vs WELL
+195.0%
+1,069.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.2% | +18.2% | +18.0% |
| 7D | +0.3% | +4.4% | -4.2% | 0.0% |
| 30D | -29.8% | +10.8% | -40.6% | -30.6% |
| 3M | -45.0% | +4.2% | -49.2% | -45.2% |
| 6M | -55.2% | +14.0% | -69.2% | -56.1% |
| YTD | -59.2% | +33.4% | -92.6% | -62.4% |
| 1Y | -62.4% | +32.4% | -94.8% | -65.3% |
| 3Y | +1,264.0% | +194.7% | +1,069.2% | +392.2% |
| All | +1,264.0% | +195.0% | +1,069.0% | +392.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling