+1,880.2%
ITUB vs WTW
+635.5%
+1,244.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.4% |
| 7D | +1.0% | -7.8% | +8.8% | +5.4% |
| 30D | +10.7% | -7.9% | +18.6% | +15.5% |
| 3M | +10.1% | +19.9% | -9.9% | -1.0% |
| 6M | -0.1% | +9.8% | -9.9% | -6.8% |
| YTD | +18.4% | -3.3% | +21.8% | +16.7% |
| 1Y | +31.3% | -3.3% | +34.6% | +28.9% |
| 3Y | +124.6% | +61.5% | +63.1% | +59.9% |
| 5Y | +192.0% | +42.6% | +149.4% | +117.9% |
| 10Y | +216.0% | +197.1% | +18.9% | +41.8% |
| All | +1,880.2% | +635.5% | +1,244.8% | +451.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling