+21.3%
PRU vs WST
+52.5%
-31.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | +3.8% | +1.4% | +2.4% | +3.6% |
| 30D | +9.0% | +12.7% | -3.7% | +7.3% |
| 3M | +2.1% | +17.2% | -15.0% | -0.1% |
| 6M | +25.4% | +26.7% | -1.3% | +21.0% |
| YTD | +13.5% | +50.3% | -36.8% | +6.6% |
| 1Y | +21.3% | +50.2% | -28.9% | +13.8% |
| All | +21.3% | +52.5% | -31.2% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling