+295.4%
WMB vs ITUB
+219.0%
+76.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -3.8% |
| 7D | -1.7% | +1.0% | -2.6% | -2.0% |
| 30D | +0.7% | +10.7% | -10.0% | -2.2% |
| 3M | +1.5% | +10.1% | -8.5% | -1.5% |
| 6M | +0.1% | -0.1% | +0.2% | -0.8% |
| YTD | +22.9% | +18.4% | +4.5% | +15.7% |
| 1Y | +27.9% | +31.3% | -3.4% | +16.6% |
| 3Y | +139.1% | +124.6% | +14.5% | +81.8% |
| 5Y | +270.9% | +192.0% | +79.0% | +149.5% |
| All | +295.4% | +219.0% | +76.4% | +141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling