+202.6%
ITUB vs WING
+637.7%
-435.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.8% |
| 7D | +1.1% | -3.9% | +5.0% | +1.6% |
| 30D | -25.4% | +26.6% | -52.1% | -27.9% |
| 3M | -0.3% | +42.5% | -42.8% | -5.5% |
| 6M | -8.0% | +29.4% | -37.4% | -12.3% |
| YTD | +5.2% | -32.8% | +38.0% | +8.4% |
| 1Y | +7.4% | -33.5% | +40.9% | +10.6% |
| 3Y | +74.5% | -23.4% | +97.9% | +67.5% |
| 5Y | +175.8% | -0.4% | +176.3% | +143.2% |
| 10Y | +164.4% | +647.8% | -483.4% | +30.1% |
| All | +202.6% | +637.7% | -435.1% | +47.2% |
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