+208.2%
ITUB vs WTW
+198.0%
+10.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +2.2% | -5.7% | +7.9% | +4.5% |
| 30D | +12.6% | -7.3% | +19.9% | +15.7% |
| 3M | +6.4% | +21.5% | -15.1% | -1.7% |
| 6M | +0.6% | +9.6% | -9.0% | -4.0% |
| YTD | +18.8% | -3.3% | +22.1% | +18.1% |
| 1Y | +31.0% | -6.1% | +37.1% | +31.6% |
| 3Y | +118.1% | +61.8% | +56.2% | +66.6% |
| 5Y | +193.0% | +42.7% | +150.4% | +133.0% |
| All | +208.2% | +198.0% | +10.1% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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