+285.3%
WAB vs PRU
+115.4%
+169.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.8% | +3.8% |
| 7D | +4.0% | +3.2% | +0.8% | +2.0% |
| 30D | +4.5% | +7.9% | -3.5% | -0.4% |
| 3M | +2.3% | +1.8% | +0.5% | +0.8% |
| 6M | +12.5% | +24.1% | -11.7% | -1.9% |
| YTD | +40.2% | +12.4% | +27.8% | +28.8% |
| 1Y | +45.2% | +20.9% | +24.3% | +27.6% |
| 3Y | +171.8% | +55.5% | +116.3% | +101.2% |
| 5Y | +217.6% | +42.7% | +174.9% | +144.0% |
| 10Y | +285.3% | +106.1% | +179.2% | +116.9% |
| All | +285.3% | +115.4% | +169.9% | +116.9% |
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