+4,497.2%
WAB vs ITUB
+1,959.7%
+2,537.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.1% |
| 7D | +1.7% | +8.2% | -6.6% | -0.9% |
| 30D | -2.4% | +4.7% | -7.1% | -4.0% |
| 3M | +9.7% | +13.0% | -3.3% | +5.0% |
| 6M | +16.5% | +4.2% | +12.3% | +14.3% |
| YTD | +33.7% | +18.6% | +15.2% | +25.5% |
| 1Y | +49.7% | +31.3% | +18.4% | +35.4% |
| 3Y | +170.9% | +124.9% | +46.0% | +102.0% |
| 5Y | +228.0% | +195.6% | +32.4% | +114.6% |
| 10Y | +284.8% | +196.4% | +88.4% | +125.6% |
| All | +4,497.2% | +1,959.7% | +2,537.4% | +1,528.3% |
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