+2,868.5%
WELL vs ITUB
+1,920.1%
+948.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -0.8% | +8.7% | -9.5% | -2.9% |
| 30D | -0.1% | -0.7% | +0.6% | 0.0% |
| 3M | +18.0% | +7.8% | +10.2% | +15.5% |
| 6M | +15.0% | -3.4% | +18.4% | +15.2% |
| YTD | +28.6% | +16.3% | +12.3% | +22.5% |
| 1Y | +42.9% | +29.8% | +13.1% | +32.1% |
| 3Y | +203.0% | +111.1% | +91.9% | +143.3% |
| 5Y | +206.9% | +173.6% | +33.3% | +122.6% |
| 10Y | +339.5% | +193.2% | +146.2% | +195.6% |
| All | +2,868.5% | +1,920.1% | +948.4% | +1,393.9% |
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