+5,933.7%
WPM vs ITUB
+735.7%
+5,197.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.5% |
| 7D | +7.0% | +8.2% | -1.2% | +4.4% |
| 30D | +15.7% | +4.7% | +11.0% | +14.0% |
| 3M | +35.2% | +13.0% | +22.2% | +29.7% |
| 6M | +6.1% | +4.2% | +1.9% | +4.7% |
| YTD | +32.6% | +18.6% | +14.0% | +25.7% |
| 1Y | +46.9% | +31.3% | +15.7% | +34.6% |
| 3Y | +276.3% | +124.9% | +151.4% | +186.5% |
| 5Y | +260.0% | +195.6% | +64.4% | +139.5% |
| 10Y | +508.5% | +196.4% | +312.1% | +236.5% |
| All | +5,933.7% | +735.7% | +5,197.9% | +1,727.4% |
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 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