-22.1%
WULF vs PCOR
+4.0%
-26.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +19.7% | -26.3% | -3.2% |
| 7D | -12.8% | +21.8% | -34.7% | -9.4% |
| 30D | -20.9% | +39.5% | -60.4% | -16.1% |
| 3M | -38.0% | +35.2% | -73.3% | -34.1% |
| 6M | -47.5% | +21.7% | -69.2% | -43.8% |
| YTD | +1.8% | +3.9% | -2.1% | +12.1% |
| 1Y | -22.1% | +6.9% | -29.0% | -13.1% |
| All | -22.1% | +4.0% | -26.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling