+629.3%
WFC vs ITUB
+1,767.9%
-1,138.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.4% |
| 7D | +2.5% | +1.9% | +0.6% | +1.8% |
| 30D | +7.0% | -22.2% | +29.2% | +15.4% |
| 3M | -1.8% | +2.7% | -4.5% | -4.8% |
| 6M | +18.4% | -3.0% | +21.4% | +16.7% |
| YTD | -5.6% | +7.5% | -13.1% | -11.0% |
| 1Y | +3.9% | +10.5% | -6.6% | -3.2% |
| 3Y | +126.3% | +81.0% | +45.3% | +72.7% |
| 5Y | +91.1% | +181.8% | -90.7% | +19.5% |
| 10Y | +118.5% | +170.2% | -51.6% | +26.3% |
| All | +629.3% | +1,767.9% | -1,138.5% | +208.4% |
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 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