+239.5%
WFC vs QBTS
-6.7%
+246.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.4% |
| 7D | +2.5% | -10.5% | +13.0% | +2.9% |
| 30D | +7.0% | -20.5% | +27.5% | +7.7% |
| 3M | -1.8% | -54.3% | +52.5% | +0.6% |
| 6M | +18.4% | -55.4% | +73.8% | +20.6% |
| YTD | -5.6% | -63.4% | +57.8% | -3.7% |
| 1Y | +3.9% | -59.1% | +63.0% | +5.2% |
| 3Y | +126.3% | +1,216.8% | -1,090.5% | +95.0% |
| 5Y | +91.1% | -2.6% | +93.8% | +62.8% |
| All | +239.5% | -6.7% | +246.2% | +225.5% |
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