+64.1%
QBTS vs WYNN
-18.7%
+82.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.2% |
| 7D | -1.0% | -3.4% | +2.5% | 0.0% |
| 30D | -17.6% | -15.4% | -2.2% | -14.0% |
| 3M | -28.3% | -15.8% | -12.6% | -25.1% |
| 6M | -11.2% | -13.5% | +2.3% | -7.7% |
| YTD | -36.3% | -26.0% | -10.3% | -31.4% |
| 1Y | +3.9% | -27.4% | +31.2% | +11.6% |
| 3Y | +1,728.8% | -3.7% | +1,732.5% | +1,695.5% |
| 5Y | +70.9% | -9.8% | +80.6% | +66.3% |
| All | +64.1% | -18.7% | +82.8% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling