+276.9%
WAB vs PRU
+102.7%
+174.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | +3.1% | -2.8% | +6.0% | +4.9% |
| 30D | +6.4% | +8.5% | -2.1% | +1.2% |
| 3M | +2.2% | +1.7% | +0.4% | +0.7% |
| 6M | +13.7% | +24.8% | -11.1% | -1.1% |
| YTD | +43.0% | +13.3% | +29.7% | +30.8% |
| 1Y | +47.0% | +21.4% | +25.6% | +28.9% |
| 3Y | +174.4% | +54.8% | +119.6% | +103.7% |
| 5Y | +222.2% | +42.4% | +179.8% | +147.9% |
| 10Y | +276.9% | +98.4% | +178.5% | +119.0% |
| All | +276.9% | +102.7% | +174.2% | +119.0% |
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