Is there any method to run perf under WSL?

When I wanted to run perf under WSL, I met the follow question:

WARNING: perf not found for kernel 4.4.0-18362

You may need to install the following packages for this specific kernel:

linux-tools-4.4.0-18362-Microsoft

linux-cloud-tools-4.4.0-18362-Microsoft

You may also want to install one of the following packages to keep up to date:

linux-tools-Microsoft

linux-cloud-tools-Microsoft

But I can't find packages called linux-tools-4.4.0-18362-Microsoft or linux-cloud-tools-4.4.0-18362-Microsoft. I guess the package names are generated automatically.

I also tried to use perf in docker container. However, docker container use the same kernel as the hosts.

I heard that perf can be used in WSL2. But after I upgraded to WSL2, it shows the similar error message:

WARNING: perf not found for kernel 4.19.84-microsoft

You may need to install the following packages for this specific kernel:
linux-tools-4.19.84-microsoft-standard

linux-cloud-tools-4.19.84-microsoft-standard
You may also want to install one of the following packages to keep up to date:
linux-tools-standard

linux-cloud-tools-standard

Solution

WARNING: perf not found for kernel 4.19.84-microsoft

Because WSL2 uses custom Linux kernel. Its source code can be found here microsoft/WSL2-Linux-Kernel. We have to compile perf tools from it.

Procedure

Install required build packages. If you are using Ubuntu in WSL2 this is the required command:

sudo apt install build-essential flex bison libssl-dev libelf-dev

Clone the WSL2 Linux kernel repository:

git clone --depth=1 https://github.com/microsoft/WSL2-Linux-Kernel.git

Go to perf folder and compile it:

cd WSL2-Linux-Kernel/tools/perf
make

perf executable file will be in that folder.