+26.5%
ITUB vs WOLF
+44.0%
-17.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.3% |
| 7D | +2.2% | -8.6% | +10.8% | +2.4% |
| 30D | +12.6% | -18.3% | +30.9% | +13.1% |
| 3M | +6.4% | -43.1% | +49.5% | +7.3% |
| 6M | +0.6% | +42.4% | -41.8% | -4.6% |
| YTD | +18.8% | +48.9% | -30.0% | +12.5% |
| All | +26.5% | +44.0% | -17.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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