+1,188.5%
WDC vs ITUB
+220.1%
+968.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -3.1% |
| 7D | -4.3% | +2.2% | -6.5% | -5.1% |
| 30D | -1.5% | +12.6% | -14.1% | -6.0% |
| 3M | -15.5% | +6.4% | -21.9% | -17.6% |
| 6M | +66.5% | +0.6% | +65.9% | +65.4% |
| YTD | +159.9% | +18.8% | +141.0% | +144.9% |
| 1Y | +366.0% | +31.0% | +334.9% | +323.4% |
| 3Y | +1,285.8% | +118.1% | +1,167.7% | +936.0% |
| 5Y | +925.6% | +193.0% | +732.5% | +553.4% |
| All | +1,188.5% | +220.1% | +968.4% | +697.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling