+124.9%
WFC vs QBTS
+1,335.6%
-1,210.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +8.9% | +0.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | +3.3% | -28.1% | +31.3% | +4.3% |
| 3M | -1.4% | -48.1% | +46.7% | +0.6% |
| 6M | +14.7% | -53.6% | +68.3% | +16.8% |
| YTD | -5.9% | -59.9% | +54.0% | -4.2% |
| 1Y | +1.8% | -64.3% | +66.2% | +3.7% |
| 3Y | +124.9% | +1,355.6% | -1,230.7% | +90.8% |
| All | +124.9% | +1,335.6% | -1,210.7% | +90.8% |
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