+58.4%
ASML vs WOLF
+45.1%
+13.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.8% | -3.6% | +4.4% |
| 7D | -0.8% | +25.3% | -26.1% | -5.0% |
| 30D | -14.9% | -14.7% | -0.2% | -13.1% |
| 3M | -13.0% | -20.5% | +7.6% | -10.8% |
| 6M | -4.7% | -43.9% | +39.2% | +0.8% |
| YTD | +42.3% | +50.0% | -7.7% | +32.8% |
| 1Y | +49.7% | +45.5% | +4.2% | +40.0% |
| All | +58.4% | +45.1% | +13.3% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling