+1,504.8%
ASML vs WULF
+32.0%
+1,472.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.9% | -2.7% | +5.5% |
| 7D | -0.8% | +13.2% | -14.0% | -1.9% |
| 30D | -14.9% | -10.1% | -4.8% | -14.3% |
| 3M | -13.0% | -27.5% | +14.6% | -11.2% |
| 6M | -4.7% | -47.1% | +42.4% | -0.8% |
| YTD | +42.3% | +7.7% | +34.6% | +40.4% |
| 1Y | +49.7% | -11.2% | +60.9% | +49.1% |
| 3Y | +144.3% | +1,217.0% | -1,072.7% | +92.6% |
| 5Y | +86.4% | -57.0% | +143.4% | +52.0% |
| 10Y | +1,504.8% | +32.0% | +1,472.8% | +1,198.5% |
| All | +1,504.8% | +32.0% | +1,472.8% | +1,198.5% |
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