+112.0%
PRU vs WST
+441.1%
-329.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.0% |
| 7D | +2.4% | -3.1% | +5.5% | +3.1% |
| 30D | +6.1% | +9.1% | -3.0% | +4.2% |
| 3M | -0.7% | +14.7% | -15.4% | -3.6% |
| 6M | +22.1% | +28.0% | -5.9% | +15.5% |
| YTD | +9.8% | +45.6% | -35.9% | +0.6% |
| 1Y | +19.4% | +45.7% | -26.3% | +9.2% |
| 3Y | +50.4% | +21.1% | +29.3% | +34.0% |
| 5Y | +37.2% | +0.3% | +36.8% | +25.5% |
| All | +112.0% | +441.1% | -329.1% | -2.3% |
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