+209.9%
WELL vs PRU
+55.2%
+154.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | +3.5% | +3.2% | +0.3% | +2.9% |
| 30D | +9.7% | +7.9% | +1.8% | +8.1% |
| 3M | +4.8% | +1.8% | +3.0% | +4.3% |
| 6M | +16.1% | +24.1% | -8.1% | +11.4% |
| YTD | +34.7% | +12.4% | +22.3% | +31.2% |
| 1Y | +31.9% | +20.9% | +11.0% | +26.6% |
| 3Y | +209.9% | +55.5% | +154.4% | +160.2% |
| All | +209.9% | +55.2% | +154.7% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling