+126.7%
WFC vs QBTS
+81.8%
+44.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| 6M | +10.6% | -4.9% | +15.6% | +9.7% |
| YTD | -4.1% | -32.4% | +28.4% | -4.0% |
| 1Y | +13.6% | +14.6% | -1.0% | +11.0% |
| 3Y | +130.7% | +1,839.6% | -1,708.9% | +96.4% |
| 5Y | +126.7% | +81.2% | +45.5% | +81.3% |
| All | +126.7% | +81.8% | +44.9% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling