+349.9%
WELL vs ITUB
+219.0%
+131.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.9% |
| 7D | -2.2% | +1.0% | -3.2% | -2.5% |
| 30D | +4.7% | +10.7% | -6.0% | +1.5% |
| 3M | +11.9% | +10.1% | +1.9% | +8.4% |
| 6M | +14.3% | -0.1% | +14.4% | +13.4% |
| YTD | +28.4% | +18.4% | +9.9% | +20.4% |
| 1Y | +42.3% | +31.3% | +11.0% | +28.9% |
| 3Y | +202.6% | +124.6% | +78.0% | +126.5% |
| 5Y | +206.5% | +192.0% | +14.6% | +99.3% |
| All | +349.9% | +219.0% | +131.0% | +174.4% |
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