+202.2%
WELL vs ITUB
+81.0%
+121.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | +0.1% | +1.9% | -1.8% | 0.0% |
| 30D | +5.7% | -22.2% | +27.8% | +7.4% |
| 3M | +4.6% | +2.7% | +1.9% | +3.0% |
| 6M | +11.9% | -3.0% | +14.8% | +10.6% |
| YTD | +33.6% | +7.5% | +26.1% | +30.0% |
| 1Y | +29.8% | +10.5% | +19.3% | +25.6% |
| 3Y | +202.2% | +81.0% | +121.2% | +167.5% |
| All | +202.2% | +81.0% | +121.2% | +167.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling