-13.1%
SHW vs ITUB
+30.9%
-44.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | -4.5% | +1.0% | -5.4% | -4.7% |
| 30D | -12.7% | +10.7% | -23.4% | -14.6% |
| 3M | +4.7% | +10.1% | -5.4% | +2.0% |
| 6M | -3.4% | -0.1% | -3.3% | -4.2% |
| YTD | -1.3% | +18.4% | -19.8% | -4.1% |
| All | -13.1% | +30.9% | -44.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 1y: compounded portfolio wealth divided by compounded ITUB 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…
1y analysis · Full analysis span regression · 6 months rolling