+800.4%
PRU vs WST
+6,580.1%
-5,779.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +1.9% | +0.7% | +1.1% | +1.5% |
| 30D | +2.7% | -3.1% | +5.9% | +4.0% |
| 3M | +19.5% | +7.2% | +12.3% | +15.4% |
| 6M | +26.6% | +36.8% | -10.2% | +9.2% |
| YTD | +12.3% | +23.8% | -11.5% | +0.7% |
| 1Y | +18.0% | +37.8% | -19.7% | -0.1% |
| 3Y | +47.0% | -15.9% | +62.9% | +36.4% |
| 5Y | +48.4% | -25.8% | +74.3% | +38.0% |
| 10Y | +142.4% | +319.6% | -177.2% | -27.3% |
| All | +800.4% | +6,580.1% | -5,779.7% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling