+65.5%
QBTS vs WYNN
-19.3%
+84.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | +1.3% | -4.2% | +5.5% | +2.5% |
| 30D | -19.0% | -14.6% | -4.4% | -15.6% |
| 3M | -29.5% | -18.4% | -11.1% | -25.7% |
| 6M | -11.2% | -11.9% | +0.8% | -8.0% |
| YTD | -35.8% | -26.6% | -9.2% | -30.7% |
| 1Y | +1.7% | -28.5% | +30.2% | +9.7% |
| 3Y | +1,470.1% | -5.1% | +1,475.2% | +1,445.6% |
| 5Y | +72.3% | -10.5% | +82.8% | +68.1% |
| All | +65.5% | -19.3% | +84.9% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling