+928.6%
WDC vs PRU
+48.6%
+880.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +6.5% |
| 7D | +1.7% | +1.9% | -0.1% | +0.5% |
| 30D | -10.0% | +2.7% | -12.7% | -11.6% |
| 3M | -18.8% | +19.5% | -38.2% | -28.4% |
| 6M | +79.0% | +26.6% | +52.4% | +50.6% |
| YTD | +171.6% | +12.3% | +159.2% | +146.7% |
| 1Y | +417.4% | +18.0% | +399.3% | +351.0% |
| 3Y | +1,251.8% | +47.0% | +1,204.8% | +871.7% |
| All | +928.6% | +48.6% | +880.1% | +641.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling