+282.1%
WDAY vs ITUB
+223.3%
+58.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.4% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | +1.0% | +2.6% | -1.6% | +0.4% |
| 3M | +32.7% | +8.4% | +24.2% | +30.1% |
| 6M | +25.6% | -0.5% | +26.1% | +24.6% |
| YTD | -13.4% | +15.3% | -28.7% | -17.0% |
| 1Y | -19.4% | +28.7% | -48.1% | -24.7% |
| 3Y | -25.8% | +118.7% | -144.4% | -38.4% |
| 5Y | -31.1% | +182.7% | -213.8% | -47.2% |
| 10Y | +113.3% | +207.6% | -94.3% | +51.1% |
| All | +282.1% | +223.3% | +58.8% | +160.6% |
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