+130.8%
WY vs ITUB
+1,959.7%
-1,828.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.1% |
| 7D | -2.1% | +8.2% | -10.3% | -4.7% |
| 30D | -10.5% | +4.7% | -15.2% | -12.0% |
| 3M | -4.9% | +13.0% | -17.9% | -9.1% |
| 6M | -4.9% | +4.2% | -9.1% | -7.0% |
| YTD | -1.7% | +18.6% | -20.2% | -8.3% |
| 1Y | -9.4% | +31.3% | -40.6% | -18.7% |
| 3Y | -22.3% | +124.9% | -147.2% | -43.1% |
| 5Y | -20.5% | +195.6% | -216.1% | -49.4% |
| 10Y | +4.9% | +196.4% | -191.5% | -38.8% |
| All | +130.8% | +1,959.7% | -1,828.9% | -18.2% |
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