The nwell makes the parasitic bottom plate yours to control
(unlike psub, which is a global net of indeterminate impedance
and noise-content, given or received). You could return the
NWell current to wherever makes the most sense, or even
turn the parasitic into a bonus density-wise if you're lucky.
If the cap is DC-blocking a signal, then the nwell wants to
be returned to the receiver rail of greatest importance, in
the sense of supply noise etc. For example, if you are DC
blocking a low-side-sourced, psub-referred signal that goes
to a high side, common source amplifier, then tie the nwell
to that high side rail so that (vdd-vss) noise transients are
largely bucked ohmically and not directly amplified as if they
were valid signal.
I suggest to play with this as any other design degree of
freedom with an eye to common-mode and supply noise
(inject w/ current pulse, and inspect) and pick the best
outcome of the options you can think to try.