+9.8%
ITUB vs WING
-23.2%
+32.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.5% | +3.1% |
| 7D | -1.6% | +21.0% | -22.6% | -2.2% |
| 30D | -26.6% | +56.9% | -83.5% | -28.1% |
| 3M | -11.1% | +38.4% | -49.4% | -12.4% |
| 6M | -13.1% | +12.0% | -25.1% | -13.5% |
| YTD | +3.9% | -29.2% | +33.1% | +6.3% |
| 1Y | +9.8% | -28.8% | +38.6% | +12.4% |
| All | +9.8% | -23.2% | +32.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling