+35.0%
WAT vs ITUB
+31.4%
+3.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.3% | +2.2% | -2.5% | -0.6% |
| 30D | -1.9% | +12.6% | -14.5% | -3.7% |
| 3M | +13.5% | +6.4% | +7.1% | +11.7% |
| 6M | +37.2% | +0.6% | +36.6% | +36.9% |
| YTD | +7.5% | +18.8% | -11.3% | +5.4% |
| 1Y | +35.0% | +31.0% | +4.0% | +32.4% |
| All | +35.0% | +31.4% | +3.6% | +32.4% |
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