+293.4%
WBD vs ITUB
+690.0%
-396.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | +0.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +3.9% | +2.6% | +1.3% | +2.8% |
| 3M | +5.1% | +8.4% | -3.3% | +2.0% |
| 6M | +0.6% | -0.5% | +1.1% | -0.2% |
| YTD | -3.2% | +15.3% | -18.4% | -8.8% |
| 1Y | +127.7% | +28.7% | +98.9% | +106.4% |
| 3Y | +146.6% | +118.7% | +27.9% | +87.4% |
| 5Y | +4.2% | +182.7% | -178.5% | -29.2% |
| 10Y | +13.7% | +207.6% | -193.9% | -32.9% |
| All | +293.4% | +690.0% | -396.6% | +45.4% |
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 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