+5,314.3%
SHW vs ITUB
+1,920.1%
+3,394.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -3.2% | +8.7% | -11.9% | -4.8% |
| 30D | -9.5% | -0.7% | -8.8% | -9.5% |
| 3M | +11.5% | +7.8% | +3.7% | +9.7% |
| 6M | -3.5% | -3.4% | -0.1% | -3.2% |
| YTD | +3.7% | +16.3% | -12.6% | +0.3% |
| 1Y | -7.9% | +29.8% | -37.7% | -12.9% |
| 3Y | +24.7% | +111.1% | -86.4% | +6.4% |
| 5Y | +13.6% | +173.6% | -160.0% | -10.2% |
| 10Y | +283.0% | +193.2% | +89.7% | +177.4% |
| All | +5,314.3% | +1,920.1% | +3,394.2% | +2,656.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling