+55.1%
PRU vs WST
+23.5%
+31.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | +3.8% | +1.4% | +2.4% | +3.7% |
| 30D | +9.0% | +12.7% | -3.7% | +8.0% |
| 3M | +2.1% | +17.2% | -15.0% | +0.8% |
| 6M | +25.4% | +26.7% | -1.3% | +22.9% |
| YTD | +13.5% | +50.3% | -36.8% | +9.3% |
| 1Y | +21.3% | +50.2% | -28.9% | +16.8% |
| 3Y | +55.1% | +21.7% | +33.4% | +41.6% |
| All | +55.1% | +23.5% | +31.6% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling