+238.3%
WFC vs QBTS
-4.0%
+242.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.6% | +0.2% |
| 7D | +1.7% | +8.7% | -7.0% | +1.4% |
| 30D | +6.8% | -26.5% | +33.3% | +7.8% |
| 3M | -3.0% | -52.6% | +49.6% | -0.8% |
| 6M | +15.4% | -56.0% | +71.4% | +17.6% |
| YTD | -5.9% | -62.4% | +56.5% | -4.2% |
| 1Y | +1.7% | -62.7% | +64.4% | +3.3% |
| 3Y | +124.9% | +1,266.7% | -1,141.8% | +93.5% |
| 5Y | +90.5% | +0.2% | +90.3% | +62.1% |
| All | +238.3% | -4.0% | +242.3% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling