+97.7%
PRU vs WST
+456.5%
-358.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | +3.6% | +4.2% | -0.6% | +2.7% |
| 30D | +8.9% | +11.2% | -2.4% | +6.5% |
| 3M | +0.2% | +20.4% | -20.2% | -3.7% |
| 6M | +23.7% | +37.9% | -14.1% | +15.3% |
| YTD | +13.7% | +51.8% | -38.0% | +3.3% |
| 1Y | +20.6% | +56.6% | -36.0% | +8.8% |
| 3Y | +56.3% | +24.2% | +32.1% | +38.9% |
| 5Y | +42.3% | +0.7% | +41.7% | +31.0% |
| All | +97.7% | +456.5% | -358.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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