+878.9%
WULF vs ITUB
+120.9%
+758.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.5% |
| 7D | +1.4% | +2.2% | -0.8% | +0.1% |
| 30D | -2.6% | +12.6% | -15.2% | -9.3% |
| 3M | -34.0% | +6.4% | -40.4% | -36.4% |
| 6M | +10.0% | +0.6% | +9.4% | +9.9% |
| YTD | +45.7% | +18.8% | +26.8% | +37.4% |
| 1Y | +57.3% | +31.0% | +26.3% | +41.2% |
| 3Y | +878.9% | +118.1% | +760.9% | +529.5% |
| All | +878.9% | +120.9% | +758.1% | +529.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling