+208.2%
ITUB vs WSM
+1,071.8%
-863.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.2% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +12.6% | -7.7% | +20.3% | +14.1% |
| 3M | +6.4% | +3.8% | +2.6% | +5.5% |
| 6M | +0.6% | +22.7% | -22.1% | -3.1% |
| YTD | +18.8% | +28.0% | -9.2% | +13.6% |
| 1Y | +31.0% | +12.7% | +18.3% | +27.5% |
| 3Y | +118.1% | +231.3% | -113.2% | +69.4% |
| 5Y | +193.0% | +177.2% | +15.8% | +127.6% |
| All | +208.2% | +1,071.8% | -863.6% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling