+1,761.8%
ASML vs WULF
+92.2%
+1,669.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.2% | -5.3% | +2.3% |
| 7D | +6.0% | +21.9% | -15.9% | +4.4% |
| 30D | +1.4% | +4.6% | -3.2% | +0.9% |
| 3M | +1.0% | -30.9% | +32.0% | +3.3% |
| 6M | +37.0% | +29.9% | +7.1% | +33.9% |
| YTD | +65.8% | +55.4% | +10.3% | +59.5% |
| 1Y | +123.1% | +94.1% | +29.0% | +110.3% |
| 3Y | +188.2% | +892.2% | -704.1% | +128.7% |
| 5Y | +115.6% | -26.7% | +142.3% | +70.9% |
| 10Y | +1,761.8% | +94.0% | +1,667.9% | +1,367.2% |
| All | +1,761.8% | +92.2% | +1,669.6% | +1,367.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 10y: compounded portfolio wealth divided by compounded WULF 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…
10y analysis · Full analysis span regression · 6 months rolling