+641.1%
WFC vs ITUB
+1,959.7%
-1,318.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.9% |
| 7D | +1.1% | +8.2% | -7.2% | -1.8% |
| 30D | +0.8% | +4.7% | -3.9% | -1.0% |
| 3M | +9.3% | +13.0% | -3.7% | +4.2% |
| 6M | +10.6% | +4.2% | +6.5% | +8.1% |
| YTD | -4.1% | +18.6% | -22.6% | -10.8% |
| 1Y | +13.6% | +31.3% | -17.7% | +1.4% |
| 3Y | +130.7% | +124.9% | +5.9% | +65.9% |
| 5Y | +126.7% | +195.6% | -68.9% | +41.7% |
| 10Y | +132.1% | +196.4% | -64.2% | +31.3% |
| All | +641.1% | +1,959.7% | -1,318.6% | +208.9% |
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