+1,165.9%
WYNN vs ITUB
+4,220.1%
-3,054.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.0% |
| 3M | -18.4% | +6.4% | -24.8% | -21.1% |
| 6M | -11.9% | +0.6% | -12.5% | -13.1% |
| YTD | -26.6% | +18.8% | -45.4% | -32.8% |
| 1Y | -28.5% | +31.0% | -59.5% | -37.5% |
| 3Y | -5.1% | +118.1% | -123.2% | -35.5% |
| 5Y | -10.5% | +193.0% | -203.5% | -49.2% |
| 10Y | +0.3% | +217.1% | -216.8% | -49.6% |
| All | +1,165.9% | +4,220.1% | -3,054.2% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling