+7,816.3%
WDC vs PRU
+816.1%
+7,000.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -16.7% | +3.8% | -20.5% | -18.2% |
| 30D | -27.2% | +9.0% | -36.2% | -30.2% |
| 3M | -34.0% | +2.1% | -36.1% | -35.0% |
| 6M | -39.7% | +25.4% | -65.1% | -46.5% |
| YTD | +68.1% | +13.5% | +54.5% | +55.6% |
| 1Y | +66.3% | +21.3% | +45.0% | +49.2% |
| 3Y | +754.4% | +55.1% | +699.3% | +580.7% |
| 5Y | +595.8% | +43.6% | +552.2% | +475.8% |
| 10Y | +660.4% | +99.2% | +561.2% | +434.4% |
| All | +7,816.3% | +816.1% | +7,000.2% | +1,244.3% |
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 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