+86.1%
WULF vs ITUB
+30.8%
+55.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.4% |
| 7D | +7.6% | +8.7% | -1.2% | +1.0% |
| 30D | -8.6% | -0.7% | -7.9% | -8.0% |
| 3M | -37.0% | +7.8% | -44.8% | -40.5% |
| 6M | +7.4% | -3.4% | +10.8% | +10.1% |
| YTD | +43.7% | +16.3% | +27.4% | +50.6% |
| 1Y | +86.1% | +29.8% | +56.3% | +102.4% |
| All | +86.1% | +30.8% | +55.4% | +102.4% |
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 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