+26.9%
PRU vs WCC
+24.5%
+2.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -9.9% | +16.5% | +7.2% |
| 7D | +9.8% | -8.8% | +18.5% | +10.2% |
| 30D | +11.6% | -16.0% | +27.6% | +13.0% |
| 3M | +3.7% | -15.2% | +18.9% | +4.8% |
| 6M | +33.0% | -8.4% | +41.3% | +32.2% |
| YTD | +16.6% | +30.1% | -13.5% | +4.5% |
| 1Y | +26.9% | +26.4% | +0.5% | +13.7% |
| All | +26.9% | +24.5% | +2.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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