+1,844.4%
ITUB vs WCC
+6,809.5%
-4,965.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -2.3% |
| 7D | +8.7% | +4.5% | +4.2% | +6.9% |
| 30D | -0.7% | -5.8% | +5.1% | +1.3% |
| 3M | +7.8% | -3.7% | +11.4% | +8.1% |
| 6M | -3.4% | +23.1% | -26.5% | -12.1% |
| YTD | +16.3% | +44.2% | -27.9% | -0.4% |
| 1Y | +29.8% | +62.1% | -32.3% | +5.4% |
| 3Y | +111.1% | +121.1% | -10.0% | +39.6% |
| 5Y | +173.6% | +214.0% | -40.4% | +44.6% |
| 10Y | +193.2% | +472.8% | -279.5% | +3.3% |
| All | +1,844.4% | +6,809.5% | -4,965.0% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling