+142.0%
WEC vs ITUB
+220.1%
-78.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.6% | +2.2% | -2.8% | -0.8% |
| 30D | -2.6% | +12.6% | -15.2% | -3.8% |
| 3M | -6.0% | +6.4% | -12.4% | -6.8% |
| 6M | -5.4% | +0.6% | -6.0% | -5.7% |
| YTD | +2.5% | +18.8% | -16.4% | +0.1% |
| 1Y | -0.7% | +31.0% | -31.7% | -4.1% |
| 3Y | +38.7% | +118.1% | -79.3% | +25.8% |
| 5Y | +31.7% | +193.0% | -161.4% | +14.1% |
| All | +142.0% | +220.1% | -78.1% | +94.1% |
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