+1,582.8%
ASML vs WULF
+42.6%
+1,540.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.6% | +1.3% |
| 7D | +2.5% | +14.2% | -11.6% | +1.5% |
| 30D | -12.2% | -0.1% | -12.1% | -12.4% |
| 3M | -14.6% | -20.2% | +5.6% | -13.5% |
| 6M | -1.7% | -42.8% | +41.1% | +1.6% |
| YTD | +44.3% | +16.3% | +28.0% | +41.5% |
| 1Y | +51.0% | +8.0% | +43.0% | +48.4% |
| 3Y | +137.6% | +1,263.3% | -1,125.7% | +86.6% |
| 5Y | +92.7% | -53.5% | +146.2% | +56.2% |
| 10Y | +1,582.8% | +42.6% | +1,540.2% | +1,254.3% |
| All | +1,582.8% | +42.6% | +1,540.2% | +1,254.3% |
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