+200.2%
WAB vs PRU
+36.1%
+164.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.5% | +3.3% |
| 7D | +1.4% | +2.4% | -1.0% | 0.0% |
| 30D | +0.4% | +6.1% | -5.7% | -3.2% |
| 3M | -3.8% | -0.7% | -3.1% | -3.9% |
| 6M | +5.1% | +22.1% | -17.0% | -7.1% |
| YTD | +33.3% | +9.8% | +23.5% | +24.6% |
| 1Y | +39.8% | +19.4% | +20.5% | +24.1% |
| 3Y | +161.1% | +50.4% | +110.7% | +95.2% |
| All | +200.2% | +36.1% | +164.0% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling