+46.0%
WM vs ITUB
+116.5%
-70.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | -0.3% | +8.7% | -9.0% | -0.4% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | +0.4% | +7.8% | -7.4% | +0.2% |
| 6M | -9.5% | -3.4% | -6.1% | -9.4% |
| YTD | +0.5% | +16.3% | -15.8% | -0.7% |
| 1Y | -1.1% | +29.8% | -30.9% | -3.0% |
| All | +46.0% | +116.5% | -70.5% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling