+133.9%
ASML vs WULF
+1,201.0%
-1,067.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.3% |
| 7D | +4.9% | +11.0% | -6.1% | +3.6% |
| 30D | -9.3% | +9.4% | -18.6% | -10.4% |
| 3M | -19.0% | -22.6% | +3.6% | -17.1% |
| 6M | -5.2% | -45.4% | +40.2% | +0.1% |
| YTD | +40.6% | +9.8% | +30.8% | +38.2% |
| 1Y | +47.5% | +8.0% | +39.5% | +44.7% |
| 3Y | +133.9% | +1,149.5% | -1,015.6% | +89.9% |
| All | +133.9% | +1,201.0% | -1,067.2% | +89.9% |
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