+1,468.7%
WM vs ITUB
+1,920.1%
-451.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | -0.3% | +8.7% | -9.0% | -1.7% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | +0.4% | +7.8% | -7.4% | -1.1% |
| 6M | -9.5% | -3.4% | -6.1% | -9.6% |
| YTD | +0.5% | +16.3% | -15.8% | -2.9% |
| 1Y | -1.1% | +29.8% | -30.9% | -6.4% |
| 3Y | +46.0% | +111.1% | -65.0% | +25.5% |
| 5Y | +51.8% | +173.6% | -121.7% | +21.5% |
| 10Y | +307.5% | +193.2% | +114.3% | +199.8% |
| All | +1,468.7% | +1,920.1% | -451.3% | +671.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling