+442.3%
WELL vs ITUB
+175.8%
+266.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | +0.1% | +1.9% | -1.8% | -0.4% |
| 30D | +5.7% | -22.2% | +27.8% | +12.0% |
| 3M | +4.6% | +2.7% | +1.9% | +1.6% |
| 6M | +11.9% | -3.0% | +14.8% | +10.0% |
| YTD | +33.6% | +7.5% | +26.1% | +26.3% |
| 1Y | +29.8% | +10.5% | +19.3% | +21.4% |
| 3Y | +202.2% | +81.0% | +121.2% | +136.9% |
| 5Y | +223.2% | +181.8% | +41.4% | +107.3% |
| All | +442.3% | +175.8% | +266.5% | +241.2% |
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 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