+45.4%
PRU vs WSM
+239.4%
-194.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | +1.9% | +2.6% | -0.7% | +1.4% |
| 30D | -0.4% | -9.5% | +9.1% | +1.3% |
| 3M | +16.4% | +12.9% | +3.5% | +13.7% |
| 6M | +26.0% | +23.0% | +3.0% | +20.9% |
| YTD | +9.9% | +28.9% | -19.0% | +4.5% |
| 1Y | +18.8% | +13.7% | +5.1% | +15.2% |
| 3Y | +45.4% | +232.6% | -187.3% | +16.7% |
| All | +45.4% | +239.4% | -194.0% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling