+27.3%
WAT vs ITUB
+9.0%
+18.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.3% |
| 7D | -1.9% | -1.6% | -0.3% | -1.8% |
| 30D | +6.2% | -26.6% | +32.9% | +9.8% |
| 3M | +18.1% | -11.1% | +29.1% | +17.7% |
| 6M | +54.9% | -13.1% | +68.0% | +55.0% |
| YTD | +23.1% | +3.9% | +19.2% | +19.0% |
| 1Y | +27.3% | +9.8% | +17.5% | +22.2% |
| All | +27.3% | +9.0% | +18.3% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling