-22.1%
WULF vs ITUB
+9.0%
-31.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.3% | -9.9% | -7.8% |
| 7D | -12.8% | -1.6% | -11.2% | -12.3% |
| 30D | -20.9% | -26.6% | +5.7% | -11.8% |
| 3M | -38.0% | -11.1% | -27.0% | -39.8% |
| 6M | -47.5% | -13.1% | -34.4% | -47.9% |
| YTD | +1.8% | +3.9% | -2.0% | +1.3% |
| 1Y | -22.1% | +9.8% | -31.8% | -19.3% |
| All | -22.1% | +9.0% | -31.1% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling