+1,311.3%
WAT vs ITUB
+1,728.2%
-416.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.4% |
| 7D | +2.0% | +1.1% | +0.9% | +1.8% |
| 30D | +7.7% | -25.4% | +33.1% | +13.7% |
| 3M | +11.1% | -0.3% | +11.4% | +9.9% |
| 6M | +31.2% | -8.0% | +39.2% | +31.7% |
| YTD | +21.7% | +5.2% | +16.5% | +18.3% |
| 1Y | +19.3% | +7.4% | +11.9% | +15.3% |
| 3Y | +80.6% | +74.5% | +6.1% | +55.6% |
| 5Y | +29.5% | +175.8% | -146.3% | -1.3% |
| 10Y | +225.3% | +164.4% | +60.9% | +130.0% |
| All | +1,311.3% | +1,728.2% | -416.9% | +574.9% |
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