+1,217.0%
WULF vs PCOR
+43.2%
+1,173.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.5% | +7.4% | +8.3% |
| 7D | +13.2% | +22.2% | -9.0% | +2.9% |
| 30D | -10.1% | +36.0% | -46.1% | -22.2% |
| 3M | -27.5% | +34.0% | -61.5% | -38.0% |
| 6M | -47.1% | +43.5% | -90.6% | -57.1% |
| YTD | +7.7% | +5.1% | +2.6% | +2.7% |
| 1Y | -11.2% | -3.9% | -7.2% | -8.2% |
| 3Y | +1,217.0% | +52.9% | +1,164.1% | +911.6% |
| All | +1,217.0% | +43.2% | +1,173.8% | +911.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling