+135.9%
WMT vs ITUB
+186.2%
-50.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | 0.0% | +2.2% | -2.2% | -0.1% |
| 30D | -7.4% | +12.6% | -20.0% | -8.0% |
| 3M | -10.9% | +6.4% | -17.3% | -11.3% |
| 6M | -12.7% | +0.6% | -13.3% | -12.8% |
| YTD | -3.2% | +18.8% | -22.1% | -4.5% |
| 1Y | +5.3% | +31.0% | -25.7% | +3.1% |
| 3Y | +101.9% | +118.1% | -16.2% | +92.1% |
| All | +135.9% | +186.2% | -50.3% | +123.4% |
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