+177.1%
SW vs ITUB
+175.8%
+1.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.1% |
| 30D | +5.0% | -22.2% | +27.2% | +7.6% |
| 3M | -13.7% | +2.7% | -16.4% | -14.5% |
| 6M | +8.0% | -3.0% | +11.0% | +7.5% |
| YTD | +14.0% | +7.5% | +6.4% | +12.3% |
| 1Y | +25.6% | +10.5% | +15.2% | +23.4% |
| 3Y | +40.1% | +81.0% | -40.9% | +31.0% |
| 5Y | -2.6% | +181.8% | -184.4% | -13.2% |
| All | +177.1% | +175.8% | +1.3% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling