+1,388.1%
WMB vs ITUB
+1,767.9%
-379.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | +7.8% | +1.9% | +5.9% | +7.0% |
| 30D | -5.1% | -22.2% | +17.1% | +2.8% |
| 3M | -4.7% | +2.7% | -7.4% | -8.1% |
| 6M | -7.4% | -3.0% | -4.4% | -9.3% |
| YTD | +17.5% | +7.5% | +10.0% | +9.5% |
| 1Y | +19.5% | +10.5% | +9.0% | +10.0% |
| 3Y | +121.3% | +81.0% | +40.3% | +62.6% |
| 5Y | +200.5% | +181.8% | +18.7% | +76.3% |
| 10Y | +281.9% | +170.2% | +111.7% | +98.0% |
| All | +1,388.1% | +1,767.9% | -379.7% | +264.9% |
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 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