-5.1%
WYNN vs ITUB
+220.1%
-225.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -4.2% | +2.2% | -6.4% | -5.1% |
| 30D | -14.6% | +12.6% | -27.2% | -18.8% |
| 3M | -18.4% | +6.4% | -24.8% | -21.0% |
| 6M | -11.9% | +0.6% | -12.5% | -13.0% |
| YTD | -26.6% | +18.8% | -45.4% | -32.6% |
| 1Y | -28.5% | +31.0% | -59.5% | -37.3% |
| 3Y | -5.1% | +118.1% | -123.2% | -35.3% |
| 5Y | -10.5% | +193.0% | -203.5% | -49.9% |
| All | -5.1% | +220.1% | -225.2% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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