+12,691.6%
WDC vs PRU
+806.6%
+11,885.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +6.3% |
| 7D | +1.7% | +1.9% | -0.1% | +0.8% |
| 30D | -10.0% | +2.7% | -12.7% | -11.2% |
| 3M | -18.8% | +19.5% | -38.2% | -25.8% |
| 6M | +79.0% | +26.6% | +52.4% | +58.6% |
| YTD | +171.6% | +12.3% | +159.2% | +153.7% |
| 1Y | +417.4% | +18.0% | +399.3% | +370.2% |
| 3Y | +1,251.8% | +47.0% | +1,204.8% | +1,006.5% |
| 5Y | +911.7% | +48.4% | +863.3% | +728.8% |
| 10Y | +1,399.6% | +142.4% | +1,257.2% | +877.5% |
| All | +12,691.6% | +806.6% | +11,885.1% | +2,091.6% |
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