+162.3%
WAB vs PRU
+47.2%
+115.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | -3.2% | +1.9% | -5.1% | -4.1% |
| 30D | -4.4% | +2.7% | -7.2% | -5.8% |
| 3M | +7.9% | +19.5% | -11.6% | -1.7% |
| 6M | +8.7% | +26.6% | -17.9% | -4.1% |
| YTD | +33.0% | +12.3% | +20.6% | +24.4% |
| 1Y | +46.7% | +18.0% | +28.6% | +33.2% |
| All | +162.3% | +47.2% | +115.1% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling