+208.2%
ITUB vs WCN
+235.9%
-27.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | -3.1% | +5.3% | +3.6% |
| 30D | +12.6% | -3.4% | +16.0% | +14.3% |
| 3M | +6.4% | +3.0% | +3.4% | +4.4% |
| 6M | +0.6% | -3.8% | +4.3% | +1.3% |
| YTD | +18.8% | -8.3% | +27.2% | +22.1% |
| 1Y | +31.0% | -9.7% | +40.8% | +35.3% |
| 3Y | +118.1% | +17.2% | +100.9% | +93.0% |
| 5Y | +193.0% | +25.3% | +167.8% | +144.6% |
| All | +208.2% | +235.9% | -27.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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