+34.1%
WULF vs PCAR
+292.6%
-258.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.2% | +3.8% | -3.6% | -1.7% |
| 30D | -8.8% | -2.0% | -6.8% | -8.2% |
| 3M | -22.5% | -19.1% | -3.4% | -14.3% |
| 6M | -46.3% | -6.8% | -39.5% | -44.8% |
| YTD | +9.3% | -2.5% | +11.8% | +10.3% |
| 1Y | -12.2% | +9.7% | -21.8% | -16.3% |
| 3Y | +1,181.6% | +34.0% | +1,147.7% | +1,066.8% |
| 5Y | -55.4% | +113.3% | -168.8% | -64.1% |
| 10Y | +34.1% | +278.2% | -244.1% | +2.4% |
| All | +34.1% | +292.6% | -258.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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