+284.8%
WAB vs PRU
+139.4%
+145.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.8% |
| 7D | +1.7% | +1.9% | -0.3% | +0.4% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | +9.7% | +16.4% | -6.8% | -0.2% |
| 6M | +16.5% | +26.0% | -9.5% | +0.9% |
| YTD | +33.7% | +9.9% | +23.8% | +24.9% |
| 1Y | +49.7% | +18.8% | +30.9% | +33.2% |
| 3Y | +170.9% | +45.3% | +125.6% | +109.4% |
| 5Y | +228.0% | +45.6% | +182.5% | +149.5% |
| 10Y | +284.8% | +139.6% | +145.2% | +103.4% |
| All | +284.8% | +139.4% | +145.4% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling