+330.3%
WM vs ITUB
+175.8%
+154.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | +3.2% | +1.9% | +1.3% | +3.0% |
| 30D | +13.0% | -22.2% | +35.2% | +15.8% |
| 3M | +9.2% | +2.7% | +6.5% | +8.0% |
| 6M | +13.6% | -3.0% | +16.6% | +12.9% |
| YTD | +12.4% | +7.5% | +4.9% | +9.7% |
| 1Y | +21.2% | +10.5% | +10.8% | +17.8% |
| 3Y | +48.7% | +81.0% | -32.3% | +33.7% |
| 5Y | +61.9% | +181.8% | -119.9% | +33.6% |
| All | +330.3% | +175.8% | +154.5% | +250.7% |
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