+39.8%
WAB vs PRU
+19.8%
+20.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.5% | +2.6% |
| 7D | +1.4% | +2.4% | -1.0% | +0.9% |
| 30D | +0.4% | +6.1% | -5.7% | -1.2% |
| 3M | -3.8% | -0.7% | -3.1% | -3.6% |
| 6M | +5.1% | +22.1% | -17.0% | -1.7% |
| YTD | +33.3% | +9.8% | +23.5% | +27.1% |
| 1Y | +39.8% | +19.4% | +20.5% | +24.2% |
| All | +39.8% | +19.8% | +20.1% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling