+46.1%
ASML vs WOLF
-3.0%
+49.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.2% | -3.9% |
| 7D | -10.0% | -14.5% | +4.4% | -7.2% |
| 30D | -19.4% | -32.0% | +12.6% | -13.4% |
| 3M | -12.5% | -15.8% | +3.3% | -11.0% |
| 6M | +8.2% | -36.6% | +44.8% | +14.4% |
| YTD | +40.7% | +30.9% | +9.8% | +28.1% |
| 1Y | +46.1% | +4.1% | +42.1% | +37.4% |
| All | +46.1% | -3.0% | +49.2% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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