+328.7%
WM vs ITUB
+143.4%
+185.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.1% |
| 7D | -0.5% | +5.5% | -5.9% | -1.1% |
| 30D | +13.3% | -25.6% | +38.9% | +16.6% |
| 3M | +4.4% | -4.7% | +9.1% | +4.1% |
| 6M | +10.8% | -8.6% | +19.5% | +10.9% |
| YTD | +9.1% | +7.9% | +1.1% | +6.4% |
| 1Y | +19.1% | +11.2% | +7.9% | +15.7% |
| 3Y | +45.7% | +82.6% | -37.0% | +31.0% |
| 5Y | +60.4% | +192.7% | -132.3% | +32.1% |
| 10Y | +328.7% | +144.7% | +184.0% | +253.9% |
| All | +328.7% | +143.4% | +185.3% | +253.9% |
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 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