+800.6%
PRU vs WWD
+4,515.9%
-3,715.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.6% | -0.2% |
| 7D | +3.2% | +4.2% | -1.0% | +0.7% |
| 30D | +7.9% | -0.8% | +8.7% | +7.6% |
| 3M | +1.8% | -8.2% | +10.0% | +5.3% |
| 6M | +24.1% | -9.8% | +34.0% | +27.7% |
| YTD | +12.4% | +10.4% | +2.0% | +1.4% |
| 1Y | +20.9% | +25.5% | -4.6% | +0.9% |
| 3Y | +55.5% | +155.8% | -100.3% | -16.0% |
| 5Y | +42.7% | +187.3% | -144.7% | -30.2% |
| 10Y | +106.1% | +462.7% | -356.6% | -34.2% |
| All | +800.6% | +4,515.9% | -3,715.3% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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