+1,485.6%
WMB vs ITUB
+1,920.1%
-434.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +0.6% | +8.7% | -8.1% | -2.7% |
| 30D | +3.3% | -0.7% | +4.0% | +3.2% |
| 3M | +3.1% | +7.8% | -4.7% | -0.4% |
| 6M | -0.7% | -3.4% | +2.7% | -0.8% |
| YTD | +25.2% | +16.3% | +8.9% | +15.9% |
| 1Y | +32.9% | +29.8% | +3.0% | +17.5% |
| 3Y | +140.6% | +111.1% | +29.5% | +70.0% |
| 5Y | +273.5% | +173.6% | +99.9% | +125.6% |
| 10Y | +334.2% | +193.2% | +141.0% | +121.7% |
| All | +1,485.6% | +1,920.1% | -434.5% | +286.5% |
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