-26.2%
WDAY vs ITUB
+114.2%
-140.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | 0.0% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | +1.0% | +2.6% | -1.6% | +0.9% |
| 3M | +32.7% | +8.4% | +24.2% | +31.4% |
| 6M | +25.6% | -0.5% | +26.1% | +25.1% |
| YTD | -13.4% | +15.3% | -28.7% | -17.2% |
| 1Y | -19.4% | +28.7% | -48.1% | -25.4% |
| All | -26.2% | +114.2% | -140.5% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling