+186.2%
ITUB vs WCN
+24.9%
+161.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | -3.1% | +5.3% | +3.0% |
| 30D | +12.6% | -3.4% | +16.0% | +13.6% |
| 3M | +6.4% | +3.0% | +3.4% | +5.2% |
| 6M | +0.6% | -3.8% | +4.3% | +1.2% |
| YTD | +18.8% | -8.3% | +27.2% | +21.1% |
| 1Y | +31.0% | -9.7% | +40.8% | +34.0% |
| 3Y | +118.1% | +17.2% | +100.9% | +103.6% |
| All | +186.2% | +24.9% | +161.2% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling