+175.6%
ASML vs WULF
+792.4%
-616.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +4.0% |
| 7D | +1.1% | +7.6% | -6.5% | +0.2% |
| 30D | +2.2% | -8.6% | +10.8% | +3.0% |
| 3M | -2.3% | -37.0% | +34.7% | +2.0% |
| 6M | +23.0% | +7.4% | +15.6% | +21.4% |
| YTD | +61.1% | +43.7% | +17.4% | +54.0% |
| 1Y | +129.1% | +86.1% | +43.0% | +112.3% |
| All | +175.6% | +792.4% | -616.8% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling