+42.0%
ASML vs WOLF
+13.1%
+28.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.7% | +1.3% | -7.4% |
| 7D | -19.0% | -18.4% | -0.6% | -16.0% |
| 30D | -25.9% | -36.0% | +10.1% | -20.2% |
| 3M | -19.1% | -19.2% | +0.1% | -16.9% |
| 6M | -5.7% | -44.4% | +38.7% | +1.8% |
| YTD | +27.6% | +16.9% | +10.6% | +24.9% |
| 1Y | +30.8% | +0.5% | +30.2% | +28.6% |
| All | +42.0% | +13.1% | +28.9% | +40.1% |
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