+27.3%
WAT vs PRU
+27.9%
-0.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.9% | -0.4% |
| 7D | -1.9% | +9.8% | -11.7% | -4.8% |
| 30D | +6.2% | +11.6% | -5.3% | +2.5% |
| 3M | +18.1% | +3.7% | +14.4% | +16.5% |
| 6M | +54.9% | +33.0% | +21.9% | +37.5% |
| YTD | +23.1% | +16.6% | +6.5% | +13.2% |
| 1Y | +27.3% | +26.9% | +0.4% | +12.1% |
| All | +27.3% | +27.9% | -0.6% | +12.1% |
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 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