-4.1%
WAT vs ITUB
+186.4%
-190.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +0.9% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -1.7% | +2.6% | -4.3% | -2.2% |
| 3M | +9.1% | +8.4% | +0.6% | +7.3% |
| 6M | +32.4% | -0.5% | +33.0% | +32.2% |
| YTD | +6.6% | +15.3% | -8.7% | +3.7% |
| 1Y | +34.7% | +28.7% | +6.0% | +28.6% |
| 3Y | +53.6% | +118.7% | -65.1% | +34.6% |
| 5Y | -4.1% | +182.7% | -186.7% | -19.5% |
| All | -4.1% | +186.4% | -190.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling