+134.6%
PRU vs WSM
+997.3%
-862.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -1.9% | +2.6% | -4.5% | -2.6% |
| 30D | -2.6% | -9.3% | +6.7% | -0.1% |
| 3M | +14.7% | +7.1% | +7.6% | +12.3% |
| 6M | +25.7% | +21.7% | +4.0% | +18.5% |
| YTD | +8.3% | +28.7% | -20.5% | +0.3% |
| 1Y | +17.3% | +13.9% | +3.5% | +11.9% |
| 3Y | +43.2% | +232.2% | -189.0% | -5.1% |
| 5Y | +43.5% | +176.4% | -132.9% | -4.2% |
| 10Y | +134.6% | +1,072.4% | -937.9% | -15.9% |
| All | +134.6% | +997.3% | -862.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling