+234.4%
ITUB vs WING
+405.9%
-171.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +8.7% | -3.9% | +12.6% | +9.3% |
| 30D | -0.7% | -11.6% | +10.9% | +0.7% |
| 3M | +7.8% | -24.2% | +32.0% | +11.1% |
| 6M | -3.4% | -54.1% | +50.7% | +5.9% |
| YTD | +16.3% | -53.9% | +70.2% | +26.5% |
| 1Y | +29.8% | -64.4% | +94.2% | +45.7% |
| 3Y | +111.1% | -30.2% | +141.3% | +103.7% |
| 5Y | +173.6% | -34.1% | +207.7% | +155.4% |
| 10Y | +193.2% | +342.1% | -148.9% | +59.6% |
| All | +234.4% | +405.9% | -171.5% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling