+98.4%
PRU vs WST
+452.9%
-354.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | +8.5% | +12.4% | -3.9% | +5.9% |
| 3M | +1.7% | +17.6% | -15.8% | -1.7% |
| 6M | +24.8% | +28.3% | -3.5% | +18.0% |
| YTD | +13.3% | +50.5% | -37.2% | +3.1% |
| 1Y | +21.4% | +49.4% | -28.0% | +10.5% |
| 3Y | +54.8% | +21.9% | +32.9% | +38.2% |
| 5Y | +42.4% | +0.4% | +42.0% | +31.0% |
| 10Y | +98.4% | +451.5% | -353.1% | -11.2% |
| All | +98.4% | +452.9% | -354.4% | -11.2% |
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