+12.5%
WFC vs ITUB
+30.9%
-18.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -3.0% | -0.9% |
| 7D | +0.3% | +1.0% | -0.7% | 0.0% |
| 30D | +2.3% | +10.7% | -8.4% | -0.4% |
| 3M | +9.8% | +10.1% | -0.3% | +6.7% |
| 6M | +15.6% | -0.1% | +15.7% | +14.5% |
| YTD | -2.4% | +18.4% | -20.9% | -6.6% |
| All | +12.5% | +30.9% | -18.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling