+4,852.6%
WAB vs PRU
+806.6%
+4,046.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -3.2% | +1.9% | -5.1% | -4.0% |
| 30D | -4.4% | +2.7% | -7.2% | -5.5% |
| 3M | +7.9% | +19.5% | -11.6% | +0.1% |
| 6M | +8.7% | +26.6% | -17.9% | -1.6% |
| YTD | +33.0% | +12.3% | +20.6% | +26.0% |
| 1Y | +46.7% | +18.0% | +28.6% | +36.0% |
| 3Y | +153.0% | +47.0% | +106.0% | +113.5% |
| 5Y | +222.3% | +48.4% | +173.8% | +169.9% |
| 10Y | +291.0% | +142.4% | +148.5% | +164.2% |
| All | +4,852.6% | +806.6% | +4,046.0% | +1,686.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling