+302.9%
WM vs ITUB
+192.5%
+110.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.8% |
| 7D | -0.9% | +8.2% | -9.2% | -1.9% |
| 30D | -4.3% | +4.7% | -9.0% | -4.9% |
| 3M | +0.8% | +13.0% | -12.3% | -0.9% |
| 6M | -10.8% | +4.2% | -14.9% | -11.6% |
| YTD | -0.1% | +18.6% | -18.6% | -2.9% |
| 1Y | +1.0% | +31.3% | -30.2% | -3.3% |
| 3Y | +45.1% | +124.9% | -79.8% | +27.7% |
| 5Y | +52.1% | +195.6% | -143.5% | +25.7% |
| 10Y | +302.9% | +196.4% | +106.6% | +217.3% |
| All | +302.9% | +192.5% | +110.4% | +217.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling