+59.7%
WM vs ITUB
+184.7%
-125.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.1% |
| 7D | +1.2% | +3.7% | -2.5% | +1.0% |
| 30D | +13.1% | -24.1% | +37.2% | +14.2% |
| 3M | +3.6% | -9.6% | +13.2% | +3.6% |
| 6M | +8.1% | -11.5% | +19.6% | +8.2% |
| YTD | +8.9% | +5.5% | +3.4% | +7.2% |
| 1Y | +20.3% | +9.9% | +10.5% | +18.0% |
| 3Y | +46.2% | +84.8% | -38.6% | +35.9% |
| All | +59.7% | +184.7% | -125.0% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling