+251.7%
WFC vs QBTS
+67.0%
+184.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.1% | +2.0% |
| 7D | +0.4% | +3.8% | -3.4% | +0.3% |
| 30D | +2.5% | -15.2% | +17.7% | +2.9% |
| 3M | +10.0% | -27.2% | +37.2% | +10.7% |
| 6M | +15.1% | -10.1% | +25.1% | +14.3% |
| YTD | -2.2% | -34.5% | +32.3% | -2.0% |
| 1Y | +13.5% | +6.0% | +7.4% | +11.1% |
| 3Y | +135.2% | +1,779.3% | -1,644.0% | +99.7% |
| 5Y | +128.3% | +75.4% | +52.9% | +90.7% |
| All | +251.7% | +67.0% | +184.7% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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