+66.3%
WULF vs PCOR
-23.7%
+90.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.4% | -4.4% |
| 7D | +15.6% | -9.0% | +24.6% | +14.6% |
| 30D | +5.7% | -7.0% | +12.7% | +5.2% |
| 3M | -32.3% | +18.3% | -50.6% | -30.7% |
| 6M | +23.7% | -7.8% | +31.5% | +26.7% |
| YTD | +49.1% | -25.6% | +74.7% | +63.2% |
| 1Y | +66.3% | -22.7% | +89.0% | +86.8% |
| All | +66.3% | -23.7% | +90.0% | +86.8% |
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