+2,989.2%
WELL vs ITUB
+1,728.2%
+1,261.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +6.8% | -25.4% | +32.2% | +13.7% |
| 3M | +6.7% | -0.3% | +7.0% | +5.1% |
| 6M | +13.8% | -8.0% | +21.8% | +13.9% |
| YTD | +33.8% | +5.2% | +28.6% | +28.7% |
| 1Y | +29.6% | +7.4% | +22.2% | +23.8% |
| 3Y | +203.1% | +74.5% | +128.6% | +151.7% |
| 5Y | +223.8% | +175.8% | +48.0% | +131.5% |
| 10Y | +462.8% | +164.4% | +298.3% | +283.4% |
| All | +2,989.2% | +1,728.2% | +1,261.0% | +1,469.5% |
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 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