+822.0%
WDC vs PRU
+56.1%
+765.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | -3.2% | -2.8% | -0.4% | -1.8% |
| 30D | -19.0% | +8.5% | -27.5% | -21.8% |
| 3M | -28.4% | +1.7% | -30.2% | -29.0% |
| 6M | -39.2% | +24.8% | -64.0% | -46.3% |
| YTD | +82.1% | +13.3% | +68.8% | +68.7% |
| 1Y | +84.7% | +21.4% | +63.3% | +64.2% |
| All | +822.0% | +56.1% | +765.8% | +613.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling