+809.8%
PRU vs WSM
+4,347.7%
-3,537.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +3.8% | +3.1% | +0.7% | +2.6% |
| 30D | +9.0% | +8.5% | +0.5% | +5.5% |
| 3M | +2.1% | +4.6% | -2.5% | +0.1% |
| 6M | +25.4% | +44.5% | -19.1% | +6.7% |
| YTD | +13.5% | +48.4% | -34.9% | -5.2% |
| 1Y | +21.3% | +36.2% | -14.9% | +4.8% |
| 3Y | +55.1% | +268.8% | -213.6% | -21.0% |
| 5Y | +43.6% | +185.2% | -141.7% | -24.6% |
| 10Y | +99.2% | +1,175.8% | -1,076.6% | -58.1% |
| All | +809.8% | +4,347.7% | -3,537.9% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling