+185.7%
WEC vs PRU
+115.4%
+70.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.6% |
| 7D | +0.2% | +3.2% | -3.0% | -0.4% |
| 30D | +12.9% | +7.9% | +5.0% | +11.2% |
| 3M | +9.8% | +1.8% | +8.0% | +9.3% |
| 6M | +6.7% | +24.1% | -17.4% | +2.1% |
| YTD | +14.0% | +12.4% | +1.6% | +10.9% |
| 1Y | +7.3% | +20.9% | -13.6% | +2.8% |
| 3Y | +63.8% | +55.5% | +8.3% | +47.0% |
| 5Y | +54.8% | +42.7% | +12.1% | +39.9% |
| 10Y | +185.7% | +106.1% | +79.6% | +111.4% |
| All | +185.7% | +115.4% | +70.3% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling