+133.3%
WFC vs ITUB
+114.2%
+19.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.6% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +2.5% | +2.6% | -0.1% | +1.6% |
| 3M | +10.0% | +8.4% | +1.6% | +7.4% |
| 6M | +15.1% | -0.5% | +15.6% | +14.5% |
| YTD | -2.2% | +15.3% | -17.5% | -6.3% |
| 1Y | +13.5% | +28.7% | -15.3% | +5.4% |
| All | +133.3% | +114.2% | +19.1% | +82.4% |
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 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