+800.6%
PRU vs WCC
+7,334.3%
-6,533.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.8% | -1.1% |
| 7D | +3.2% | -5.7% | +8.9% | +4.8% |
| 30D | +7.9% | -13.5% | +21.4% | +13.0% |
| 3M | +1.8% | -12.9% | +14.7% | +5.4% |
| 6M | +24.1% | -10.7% | +34.8% | +24.9% |
| YTD | +12.4% | +30.0% | -17.6% | -5.6% |
| 1Y | +20.9% | +24.7% | -3.8% | +3.1% |
| 3Y | +55.5% | +136.6% | -81.1% | -8.3% |
| 5Y | +42.7% | +143.9% | -101.3% | -22.9% |
| 10Y | +106.1% | +465.9% | -359.8% | -32.9% |
| All | +800.6% | +7,334.3% | -6,533.7% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling