+34.7%
WULF vs PCAR
+288.5%
-253.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +11.0% | +4.9% | +6.1% | +8.6% |
| 30D | +9.4% | -1.4% | +10.8% | +9.9% |
| 3M | -22.6% | -18.1% | -4.5% | -14.9% |
| 6M | -45.4% | -4.0% | -41.4% | -44.6% |
| YTD | +9.8% | -1.5% | +11.3% | +10.4% |
| 1Y | +8.0% | +13.2% | -5.1% | +1.4% |
| 3Y | +1,149.5% | +35.8% | +1,113.7% | +1,031.3% |
| 5Y | -55.6% | +114.6% | -170.2% | -64.4% |
| All | +34.7% | +288.5% | -253.8% | +2.2% |
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