+717.1%
WMT vs ITUB
+1,902.7%
-1,185.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.1% |
| 7D | -0.2% | 0.0% | -0.2% | -0.3% |
| 30D | -5.8% | +2.6% | -8.4% | -6.1% |
| 3M | -10.8% | +8.4% | -19.2% | -11.7% |
| 6M | -14.3% | -0.5% | -13.8% | -14.6% |
| YTD | -4.4% | +15.3% | -19.7% | -6.4% |
| 1Y | +4.3% | +28.7% | -24.4% | +0.7% |
| 3Y | +100.1% | +118.7% | -18.6% | +80.4% |
| 5Y | +130.8% | +182.7% | -51.8% | +98.5% |
| 10Y | +433.7% | +207.6% | +226.1% | +330.4% |
| All | +717.1% | +1,902.7% | -1,185.7% | +426.3% |
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