+3.3%
QBTS vs WELL
+350.8%
-347.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.5% | -9.1% | -8.7% |
| 7D | +1.1% | +3.0% | -2.0% | +0.6% |
| 30D | -28.1% | +10.2% | -38.3% | -29.3% |
| 3M | -48.1% | +6.1% | -54.2% | -48.6% |
| 6M | -53.6% | +16.6% | -70.2% | -55.2% |
| YTD | -59.9% | +35.3% | -95.3% | -62.8% |
| 1Y | -64.3% | +31.5% | -95.8% | -66.7% |
| 3Y | +1,355.6% | +206.5% | +1,149.1% | +953.3% |
| 5Y | +6.6% | +222.0% | -215.3% | -21.0% |
| All | +3.3% | +350.8% | -347.6% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling