+49.6%
PRU vs WST
-15.6%
+65.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +1.9% | +0.7% | +1.1% | +1.8% |
| 30D | +2.7% | -3.1% | +5.9% | +3.0% |
| 3M | +19.5% | +7.2% | +12.3% | +18.7% |
| 6M | +26.6% | +36.8% | -10.2% | +22.9% |
| YTD | +12.3% | +23.8% | -11.5% | +9.9% |
| 1Y | +18.0% | +37.8% | -19.7% | +14.3% |
| All | +49.6% | -15.6% | +65.2% | +48.0% |
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