+1,309.1%
WDC vs PRU
+135.5%
+1,173.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +2.0% |
| 7D | +7.5% | -1.9% | +9.3% | +8.6% |
| 30D | +10.1% | -2.6% | +12.6% | +11.7% |
| 3M | -6.8% | +14.7% | -21.5% | -16.0% |
| 6M | +84.1% | +25.7% | +58.5% | +54.9% |
| YTD | +180.3% | +8.3% | +172.0% | +159.5% |
| 1Y | +411.1% | +17.3% | +393.8% | +345.0% |
| 3Y | +1,375.0% | +43.2% | +1,331.8% | +999.4% |
| 5Y | +991.6% | +43.5% | +948.0% | +709.4% |
| 10Y | +1,309.1% | +134.6% | +1,174.5% | +674.3% |
| All | +1,309.1% | +135.5% | +1,173.5% | +674.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling