+13,039.1%
WDC vs ITUB
+1,920.1%
+11,119.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.2% |
| 7D | +1.7% | +8.7% | -7.0% | -1.4% |
| 30D | -10.0% | -0.7% | -9.3% | -10.0% |
| 3M | -18.8% | +7.8% | -26.5% | -21.1% |
| 6M | +79.0% | -3.4% | +82.4% | +80.7% |
| YTD | +171.6% | +16.3% | +155.3% | +157.7% |
| 1Y | +417.4% | +29.8% | +387.6% | +370.9% |
| 3Y | +1,251.8% | +111.1% | +1,140.7% | +914.1% |
| 5Y | +911.7% | +173.6% | +738.1% | +559.3% |
| 10Y | +1,399.6% | +193.2% | +1,206.4% | +770.3% |
| All | +13,039.1% | +1,920.1% | +11,119.1% | +3,960.8% |
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 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