+255.1%
WPM vs ITUB
+185.6%
+69.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -4.4% |
| 7D | -3.6% | +1.0% | -4.6% | -3.9% |
| 30D | +12.5% | +10.7% | +1.8% | +9.5% |
| 3M | +40.6% | +10.1% | +30.5% | +36.8% |
| 6M | +0.5% | -0.1% | +0.7% | +0.3% |
| YTD | +29.0% | +18.4% | +10.6% | +24.7% |
| 1Y | +43.8% | +31.3% | +12.5% | +36.1% |
| 3Y | +266.3% | +124.6% | +141.7% | +214.3% |
| 5Y | +255.1% | +192.0% | +63.1% | +189.6% |
| All | +255.1% | +185.6% | +69.5% | +189.6% |
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