-24.7%
WULF vs ITUB
+186.2%
-210.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.5% |
| 7D | +1.4% | +2.2% | -0.8% | +0.3% |
| 30D | -2.6% | +12.6% | -15.2% | -8.3% |
| 3M | -34.0% | +6.4% | -40.4% | -36.1% |
| 6M | +10.0% | +0.6% | +9.4% | +10.0% |
| YTD | +45.7% | +18.8% | +26.8% | +37.0% |
| 1Y | +57.3% | +31.0% | +26.3% | +41.1% |
| 3Y | +878.9% | +118.1% | +760.9% | +595.8% |
| All | -24.7% | +186.2% | -210.9% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling