+23.3%
WAT vs PRU
+19.8%
+3.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.8% |
| 7D | -1.1% | +2.4% | -3.5% | -1.9% |
| 30D | +5.0% | +6.1% | -1.2% | +2.9% |
| 3M | +14.5% | -0.7% | +15.2% | +14.5% |
| 6M | +30.9% | +22.1% | +8.9% | +19.8% |
| YTD | +20.5% | +9.8% | +10.7% | +12.9% |
| 1Y | +23.3% | +19.4% | +3.9% | +10.5% |
| All | +23.3% | +19.8% | +3.5% | +10.5% |
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 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