+113.2%
WDC vs ITUB
+9.0%
+104.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.3% | -10.0% | -7.9% |
| 7D | -18.3% | -1.6% | -16.7% | -17.9% |
| 30D | -26.7% | -26.6% | -0.1% | -19.2% |
| 3M | -40.9% | -11.1% | -29.9% | -41.5% |
| 6M | -26.8% | -13.1% | -13.7% | -26.1% |
| YTD | +88.2% | +3.9% | +84.3% | +78.2% |
| 1Y | +113.2% | +9.8% | +103.4% | +88.2% |
| All | +113.2% | +9.0% | +104.2% | +88.2% |
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