+130.7%
WFC vs QBTS
+1,677.7%
-1,546.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.6% | -8.8% | -2.5% |
| 7D | +1.1% | +6.8% | -5.8% | +0.8% |
| 30D | +0.8% | -14.9% | +15.7% | +1.3% |
| 3M | +9.3% | -31.6% | +40.9% | +10.3% |
| 6M | +10.6% | -4.9% | +15.6% | +9.5% |
| YTD | -4.1% | -32.4% | +28.4% | -4.0% |
| 1Y | +13.6% | +14.6% | -1.0% | +10.7% |
| 3Y | +130.7% | +1,839.6% | -1,708.9% | +86.6% |
| All | +130.7% | +1,677.7% | -1,546.9% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling