+1,882.6%
ITUB vs WCN
+3,186.7%
-1,304.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.6% |
| 7D | +8.2% | -0.4% | +8.7% | +8.5% |
| 30D | +4.7% | -2.1% | +6.8% | +6.1% |
| 3M | +13.0% | +6.4% | +6.6% | +7.7% |
| 6M | +4.2% | -3.7% | +7.9% | +4.9% |
| YTD | +18.6% | -6.4% | +24.9% | +21.0% |
| 1Y | +31.3% | -7.9% | +39.2% | +34.8% |
| 3Y | +124.9% | +20.8% | +104.1% | +88.0% |
| 5Y | +195.6% | +29.0% | +166.6% | +129.7% |
| 10Y | +196.4% | +236.4% | -40.0% | +12.1% |
| All | +1,882.6% | +3,186.7% | -1,304.1% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling