+118.1%
ITUB vs WSM
+230.1%
-112.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.7% |
| 3M | +6.4% | +3.8% | +2.6% | +5.7% |
| 6M | +0.6% | +22.7% | -22.1% | -2.3% |
| YTD | +18.8% | +28.0% | -9.2% | +15.1% |
| 1Y | +31.0% | +12.7% | +18.3% | +28.2% |
| 3Y | +118.1% | +231.3% | -113.2% | +98.6% |
| All | +118.1% | +230.1% | -112.0% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling