-65.1%
QBTS vs WYNN
-32.5%
-32.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.0% | -3.5% |
| 7D | -11.8% | +15.4% | -27.2% | -19.7% |
| 30D | -33.6% | +6.8% | -40.4% | -36.3% |
| 3M | -52.5% | -15.4% | -37.1% | -46.9% |
| 6M | -50.4% | -20.0% | -30.4% | -42.9% |
| YTD | -60.3% | -31.0% | -29.3% | -51.8% |
| 1Y | -65.1% | -31.5% | -33.6% | -60.8% |
| All | -65.1% | -32.5% | -32.6% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling