+20.4%
WM vs ITUB
+8.1%
+12.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.2% |
| 7D | +1.2% | +4.9% | -3.7% | +1.3% |
| 30D | +13.7% | -27.2% | +40.9% | +12.1% |
| 3M | +5.2% | -6.1% | +11.3% | +5.2% |
| 6M | +11.2% | -10.7% | +21.9% | +11.0% |
| YTD | +9.4% | +5.5% | +3.9% | +6.6% |
| 1Y | +20.4% | +7.8% | +12.5% | +17.2% |
| All | +20.4% | +8.1% | +12.3% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling