+653.4%
WDC vs PRU
+115.4%
+538.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +8.3% |
| 7D | -14.4% | +3.2% | -17.6% | -16.2% |
| 30D | -27.1% | +7.9% | -35.0% | -30.9% |
| 3M | -33.3% | +1.8% | -35.1% | -34.5% |
| 6M | -39.6% | +24.1% | -63.7% | -48.9% |
| YTD | +68.4% | +12.4% | +56.0% | +51.3% |
| 1Y | +78.2% | +20.9% | +57.2% | +52.1% |
| 3Y | +772.0% | +55.5% | +716.6% | +512.5% |
| 5Y | +584.9% | +42.7% | +542.2% | +406.8% |
| 10Y | +653.4% | +106.1% | +547.3% | +357.1% |
| All | +653.4% | +115.4% | +538.0% | +357.1% |
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 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