+182.7%
SW vs ITUB
+131.2%
+51.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | +2.3% | +3.7% | -1.4% | +1.9% |
| 30D | +6.8% | -24.1% | +30.9% | +9.7% |
| 3M | -5.2% | -9.6% | +4.4% | -4.8% |
| 6M | +7.4% | -11.6% | +19.0% | +8.1% |
| YTD | +17.4% | +5.5% | +11.9% | +15.9% |
| 1Y | +27.1% | +9.8% | +17.3% | +24.9% |
| 3Y | +47.9% | +84.7% | -36.8% | +38.1% |
| 5Y | -2.6% | +182.5% | -185.1% | -13.1% |
| All | +182.7% | +131.2% | +51.5% | +146.9% |
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