+41.0%
PRU vs WST
-0.5%
+41.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | 0.0% | +4.9% | -4.9% | -0.7% |
| 30D | +7.9% | +10.7% | -2.8% | +6.5% |
| 3M | +0.9% | +16.8% | -15.9% | -1.2% |
| 6M | +22.4% | +32.0% | -9.6% | +17.7% |
| YTD | +12.7% | +49.9% | -37.2% | +6.2% |
| 1Y | +19.6% | +50.6% | -31.1% | +12.6% |
| 3Y | +54.0% | +21.4% | +32.6% | +42.8% |
| 5Y | +41.0% | -0.6% | +41.6% | +27.7% |
| All | +41.0% | -0.5% | +41.5% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling