+200.8%
WMB vs ITUB
+181.1%
+19.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | +7.8% | +1.9% | +5.9% | +7.5% |
| 30D | -5.1% | -22.2% | +17.1% | -1.7% |
| 3M | -4.7% | +2.7% | -7.4% | -6.3% |
| 6M | -7.4% | -3.0% | -4.4% | -8.3% |
| YTD | +17.5% | +7.5% | +10.0% | +13.5% |
| 1Y | +19.5% | +10.5% | +9.0% | +14.7% |
| 3Y | +121.3% | +81.0% | +40.3% | +88.5% |
| All | +200.8% | +181.1% | +19.7% | +109.9% |
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 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