+208.2%
ITUB vs WCC
+541.6%
-333.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | -0.7% |
| 7D | +2.2% | +1.5% | +0.7% | +1.7% |
| 30D | +12.6% | -2.1% | +14.7% | +13.0% |
| 3M | +6.4% | +3.8% | +2.6% | +4.5% |
| 6M | +0.6% | +35.0% | -34.4% | -8.6% |
| YTD | +18.8% | +46.4% | -27.5% | +5.4% |
| 1Y | +31.0% | +63.0% | -32.0% | +12.0% |
| 3Y | +118.1% | +133.9% | -15.9% | +57.2% |
| 5Y | +193.0% | +226.5% | -33.5% | +76.5% |
| All | +208.2% | +541.6% | -333.5% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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