+123.1%
ASML vs WULF
+95.8%
+27.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.2% | -5.3% | +1.2% |
| 7D | +6.0% | +21.9% | -15.9% | +1.5% |
| 30D | +1.4% | +4.6% | -3.2% | -0.1% |
| 3M | +1.0% | -30.9% | +32.0% | +7.2% |
| 6M | +37.0% | +29.9% | +7.1% | +30.6% |
| YTD | +65.8% | +55.4% | +10.3% | +53.4% |
| 1Y | +123.1% | +94.1% | +29.0% | +121.0% |
| All | +123.1% | +95.8% | +27.3% | +121.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling