+800.4%
PRU vs WSM
+3,755.6%
-2,955.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.8% |
| 7D | +1.9% | -3.3% | +5.1% | +3.2% |
| 30D | +2.7% | -8.4% | +11.1% | +6.4% |
| 3M | +19.5% | +9.7% | +9.8% | +14.3% |
| 6M | +26.6% | +16.7% | +10.0% | +17.5% |
| YTD | +12.3% | +28.7% | -16.3% | -0.4% |
| 1Y | +18.0% | +13.7% | +4.4% | +9.6% |
| 3Y | +47.0% | +230.1% | -183.1% | -22.1% |
| 5Y | +48.4% | +179.0% | -130.5% | -22.2% |
| 10Y | +142.4% | +1,002.5% | -860.1% | -45.9% |
| All | +800.4% | +3,755.6% | -2,955.3% | -30.2% |
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