+1,021.7%
WULF vs ITUB
+1,964.7%
-943.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.7% |
| 7D | +1.4% | +2.2% | -0.8% | +1.1% |
| 30D | -2.6% | +12.6% | -15.2% | -3.9% |
| 3M | -34.0% | +6.4% | -40.4% | -34.4% |
| 6M | +10.0% | +0.6% | +9.4% | +10.1% |
| YTD | +45.7% | +18.8% | +26.8% | +43.7% |
| 1Y | +57.3% | +31.0% | +26.3% | +53.4% |
| 3Y | +878.9% | +118.1% | +760.9% | +808.5% |
| 5Y | -28.3% | +193.0% | -221.3% | -35.1% |
| 10Y | +82.7% | +217.1% | -134.4% | +61.0% |
| All | +1,021.7% | +1,964.7% | -943.0% | +1,056.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling