+482.1%
WWD vs ITUB
+220.1%
+262.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -2.6% | +2.2% | -4.8% | -3.4% |
| 30D | -6.9% | +12.6% | -19.5% | -10.7% |
| 3M | -13.0% | +6.4% | -19.5% | -15.3% |
| 6M | -12.5% | +0.6% | -13.0% | -13.0% |
| YTD | +11.8% | +18.8% | -7.0% | +4.8% |
| 1Y | +41.1% | +31.0% | +10.0% | +27.5% |
| 3Y | +163.1% | +118.1% | +45.0% | +95.5% |
| 5Y | +187.6% | +193.0% | -5.4% | +80.8% |
| All | +482.1% | +220.1% | +262.0% | +235.7% |
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