+9.2%
WEC vs PRU
+27.9%
-18.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.6% | -4.2% | +1.7% |
| 7D | +6.9% | +9.8% | -2.9% | +6.0% |
| 30D | +16.6% | +11.6% | +5.0% | +15.5% |
| 3M | +9.1% | +3.7% | +5.4% | +8.3% |
| 6M | +3.2% | +33.0% | -29.8% | +3.1% |
| YTD | +14.9% | +16.6% | -1.7% | +12.7% |
| 1Y | +9.2% | +26.9% | -17.8% | +8.0% |
| All | +9.2% | +27.9% | -18.7% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling