+18.8%
PRU vs WCC
+64.4%
-45.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.6% | -2.5% |
| 7D | +1.9% | +8.5% | -6.6% | +0.8% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | +16.4% | +2.1% | +14.3% | +15.7% |
| 6M | +26.0% | +36.8% | -10.8% | +16.2% |
| YTD | +9.9% | +47.7% | -37.8% | -0.6% |
| 1Y | +18.8% | +66.5% | -47.7% | +4.7% |
| All | +18.8% | +64.4% | -45.7% | +4.7% |
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