+1,599.9%
WM vs ITUB
+1,733.1%
-133.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.3% |
| 7D | +1.2% | +3.7% | -2.5% | +0.6% |
| 30D | +13.1% | -24.1% | +37.2% | +17.6% |
| 3M | +3.6% | -9.6% | +13.2% | +4.3% |
| 6M | +8.1% | -11.5% | +19.6% | +8.9% |
| YTD | +8.9% | +5.5% | +3.4% | +6.0% |
| 1Y | +20.3% | +9.9% | +10.5% | +16.2% |
| 3Y | +46.2% | +84.8% | -38.6% | +27.4% |
| 5Y | +59.9% | +182.6% | -122.8% | +26.4% |
| 10Y | +345.6% | +141.7% | +203.9% | +236.4% |
| All | +1,599.9% | +1,733.1% | -133.2% | +741.3% |
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 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