+1,150.0%
WAT vs ITUB
+1,920.1%
-770.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -1.3% | +8.7% | -10.0% | -3.0% |
| 30D | +2.3% | -0.7% | +3.0% | +2.4% |
| 3M | +8.7% | +7.8% | +1.0% | +6.7% |
| 6M | +28.3% | -3.4% | +31.7% | +28.8% |
| YTD | +7.8% | +16.3% | -8.5% | +3.7% |
| 1Y | +36.6% | +29.8% | +6.8% | +28.1% |
| 3Y | +45.7% | +111.1% | -65.4% | +21.8% |
| 5Y | -3.3% | +173.6% | -176.9% | -25.7% |
| 10Y | +162.1% | +193.2% | -31.1% | +82.7% |
| All | +1,150.0% | +1,920.1% | -770.1% | +491.6% |
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