+109.3%
WULF vs PCOR
-35.6%
+144.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.4% | -2.2% |
| 7D | +15.6% | -9.0% | +24.6% | +21.3% |
| 30D | +5.7% | -7.0% | +12.7% | +8.4% |
| 3M | -32.3% | +18.3% | -50.6% | -40.6% |
| 6M | +23.7% | -7.8% | +31.5% | +19.0% |
| YTD | +49.1% | -25.6% | +74.7% | +60.3% |
| 1Y | +66.3% | -22.7% | +89.0% | +72.1% |
| 3Y | +851.7% | -17.7% | +869.3% | +852.7% |
| 5Y | -30.9% | -42.0% | +11.1% | -26.9% |
| All | +109.3% | -35.6% | +144.9% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling