+803.3%
PRU vs WSM
+4,157.7%
-3,354.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +1.3% |
| 7D | 0.0% | -3.2% | +3.1% | +1.3% |
| 30D | +7.9% | +4.6% | +3.3% | +5.9% |
| 3M | +0.9% | +2.4% | -1.6% | -0.4% |
| 6M | +22.4% | +43.7% | -21.3% | +4.4% |
| YTD | +12.7% | +42.1% | -29.4% | -4.2% |
| 1Y | +19.6% | +32.3% | -12.7% | +4.5% |
| 3Y | +54.0% | +253.0% | -199.0% | -20.2% |
| 5Y | +41.0% | +161.3% | -120.2% | -23.1% |
| 10Y | +97.4% | +1,105.9% | -1,008.5% | -57.5% |
| All | +803.3% | +4,157.7% | -3,354.5% | -32.9% |
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 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