+39.3%
ASML vs WULF
-24.9%
+64.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +12.8% | -7.8% | +1.6% |
| 7D | -9.0% | -3.1% | -5.9% | -8.6% |
| 30D | -21.0% | -21.0% | +0.1% | -16.7% |
| 3M | -16.3% | -35.5% | +19.2% | -8.1% |
| 6M | -7.5% | -55.8% | +48.3% | +9.7% |
| YTD | +34.0% | -1.0% | +35.0% | +31.4% |
| 1Y | +39.3% | -20.4% | +59.7% | +40.8% |
| All | +39.3% | -24.9% | +64.1% | +40.8% |
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