+86.9%
WULF vs PCAR
+361.0%
-274.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | +15.6% | -0.2% | +15.8% | +15.7% |
| 30D | +5.7% | -6.9% | +12.6% | +9.6% |
| 3M | -32.3% | +2.1% | -34.4% | -33.1% |
| 6M | +23.7% | +1.6% | +22.1% | +23.0% |
| YTD | +49.1% | +12.2% | +36.9% | +41.3% |
| 1Y | +66.3% | +28.0% | +38.3% | +47.2% |
| 3Y | +851.7% | +61.0% | +790.7% | +706.1% |
| 5Y | -30.9% | +163.9% | -194.9% | -48.2% |
| 10Y | +86.9% | +367.9% | -281.0% | +32.2% |
| All | +86.9% | +361.0% | -274.1% | +32.2% |
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