+1,163.8%
WAT vs PRU
+809.8%
+354.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.2% |
| 7D | -5.6% | +4.8% | -10.4% | -6.8% |
| 30D | +3.8% | +7.9% | -4.0% | +1.6% |
| 3M | +13.3% | +3.1% | +10.2% | +12.2% |
| 6M | +32.2% | +25.2% | +7.0% | +23.9% |
| YTD | +19.3% | +12.7% | +6.5% | +14.9% |
| 1Y | +21.8% | +23.5% | -1.7% | +14.5% |
| 3Y | +73.9% | +50.6% | +23.3% | +54.6% |
| 5Y | +32.1% | +40.9% | -8.8% | +18.7% |
| 10Y | +228.2% | +125.5% | +102.8% | +148.4% |
| All | +1,163.8% | +809.8% | +354.0% | +387.1% |
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