+1,882.6%
ITUB vs WSM
+3,094.0%
-1,211.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +8.2% | +2.6% | +5.7% | +7.4% |
| 30D | +4.7% | -9.5% | +14.2% | +7.7% |
| 3M | +13.0% | +12.9% | +0.1% | +8.6% |
| 6M | +4.2% | +23.0% | -18.9% | -2.5% |
| YTD | +18.6% | +28.9% | -10.4% | +9.3% |
| 1Y | +31.3% | +13.7% | +17.6% | +24.9% |
| 3Y | +124.9% | +232.6% | -107.7% | +43.3% |
| 5Y | +195.6% | +185.9% | +9.8% | +84.5% |
| 10Y | +196.4% | +998.6% | -802.2% | -0.9% |
| All | +1,882.6% | +3,094.0% | -1,211.4% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling