+292.2%
WAB vs ITUB
+220.1%
+72.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.1% | +2.2% | -2.1% | -0.5% |
| 30D | -4.1% | +12.6% | -16.7% | -7.3% |
| 3M | +8.2% | +6.4% | +1.8% | +5.9% |
| 6M | +15.4% | +0.6% | +14.8% | +14.6% |
| YTD | +33.1% | +18.8% | +14.3% | +25.9% |
| 1Y | +48.1% | +31.0% | +17.1% | +35.9% |
| 3Y | +167.7% | +118.1% | +49.7% | +109.2% |
| 5Y | +225.7% | +193.0% | +32.7% | +124.7% |
| All | +292.2% | +220.1% | +72.1% | +157.7% |
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