-15.3%
WDAY vs ITUB
+30.8%
-46.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.6% |
| 7D | -4.4% | +8.7% | -13.1% | -2.3% |
| 30D | +14.7% | -0.7% | +15.4% | +14.4% |
| 3M | +32.4% | +7.8% | +24.6% | +34.7% |
| 6M | +36.9% | -3.4% | +40.3% | +36.8% |
| YTD | -8.8% | +16.3% | -25.1% | -9.7% |
| 1Y | -15.3% | +29.8% | -45.1% | -19.8% |
| All | -15.3% | +30.8% | -46.1% | -19.8% |
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