The Windows Performance Tools (WPT) is part of the Windows 8.1 SDK and the Windows Assessment and Deployment Kit. In this guide I'll use the Windows 8.1 SDK Installer to install the WPT.

Go to the download site of the SDK:

http://msdn.microsoft.com/en-US/windows/desktop/bg162891

and click on the button download to download the Webinstaller:



and store the installer on your HDD. Now run the setup and this screen shows up:



Click next and select the WPT from the list:



Click "Install" and the Setup downloads the required files.



and installs the WPT



After a reboot (required to add the WPT folder to the PATH variable to run the tools from every place) you are ready to use xperf.

I have a nice tip for you: The setup stores the MSI files in the folder C:\Program Files (x86)\Windows Kits\8.1\Windows Performance Toolkit\Redistributables The 32Bit version is named WPTx86-x86_en-us.msi, the 64Bit version is named WPTx64-x86_en-us.msi. The 3rd file (WPTarm-arm_en-us.msi) is needed for ARM based tablets/notebooks which run Windows RT. You can store them and use them on a different PC. This avoids to download the files over and over again.