WTFC·Wintrust Financial Corporation

Realized volatility (21d)

16.4% 9th pct

Below its peak

-14.4%

vs 200-day average

-4.8%

Up days (1y)

49%

Wintrust Financial Corporation is currently running 16.4% annualised volatility over the last 21 sessions. Measured against WTFC's own 13 years of daily returns rather than a market-wide average, that is the 9th percentile — unusually subdued by its own history, against a typical reading of 25.8%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

WTFC is trading -14.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -20.6%, and the deepest was -65.8% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits -4.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 21st percentile — a narrower gap than it typically runs. Over the past year WTFC closed higher on 49% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, WTFC finished the month higher 9 of 13 times, with a median return of +2.5% and an average of +3.3%. Its strongest month historically has been November at +5.8% on average, its weakest March at -6.0%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: WTFC has opened more than 2% away from the prior close in 183 of 3,267 sessions (5.6% of the time), with the largest gaps running +11.2% and -14.6%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against WTFC's own 13-year history, not a peer group or index.