+4,775.9%
WAB vs PRU
+809.8%
+3,966.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -4.3% |
| 7D | -2.5% | +4.8% | -7.3% | -4.3% |
| 30D | -4.4% | +7.9% | -12.2% | -7.4% |
| 3M | -5.9% | +3.1% | -9.0% | -7.3% |
| 6M | +5.9% | +25.2% | -19.3% | -3.7% |
| YTD | +30.9% | +12.7% | +18.2% | +23.6% |
| 1Y | +35.8% | +23.5% | +12.3% | +23.6% |
| 3Y | +154.0% | +50.6% | +103.4% | +111.8% |
| 5Y | +203.9% | +40.9% | +163.0% | +159.3% |
| 10Y | +286.7% | +125.5% | +161.3% | +167.6% |
| All | +4,775.9% | +809.8% | +3,966.0% | +1,652.1% |
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