+525.4%
WPM vs ITUB
+220.1%
+305.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -0.6% | +2.2% | -2.8% | -1.0% |
| 30D | +14.4% | +12.6% | +1.8% | +12.1% |
| 3M | +37.0% | +6.4% | +30.6% | +35.3% |
| 6M | +4.1% | +0.6% | +3.5% | +3.9% |
| YTD | +31.7% | +18.8% | +12.9% | +28.5% |
| 1Y | +44.2% | +31.0% | +13.2% | +38.5% |
| 3Y | +265.5% | +118.1% | +147.4% | +226.0% |
| 5Y | +262.5% | +193.0% | +69.5% | +207.7% |
| All | +525.4% | +220.1% | +305.3% | +330.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling