+170.5%
ITUB vs WST
+449.7%
-279.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +1.1% | +4.9% | -3.8% | +0.6% |
| 30D | -25.4% | +10.7% | -36.1% | -26.3% |
| 3M | -0.3% | +16.8% | -17.1% | -1.9% |
| 6M | -8.0% | +32.0% | -39.9% | -10.7% |
| YTD | +5.2% | +49.9% | -44.7% | +0.5% |
| 1Y | +7.4% | +50.6% | -43.2% | +2.5% |
| 3Y | +74.5% | +21.4% | +53.1% | +65.4% |
| 5Y | +175.8% | -0.6% | +176.4% | +169.0% |
| All | +170.5% | +449.7% | -279.2% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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