+3,315.2%
WELL vs PRU
+806.6%
+2,508.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | -0.1% | +2.7% | -2.8% | -1.0% |
| 3M | +18.0% | +19.5% | -1.4% | +10.9% |
| 6M | +15.0% | +26.6% | -11.6% | +5.7% |
| YTD | +28.6% | +12.3% | +16.3% | +22.8% |
| 1Y | +42.9% | +18.0% | +24.9% | +33.8% |
| 3Y | +203.0% | +47.0% | +156.0% | +157.9% |
| 5Y | +206.9% | +48.4% | +158.5% | +156.7% |
| 10Y | +339.5% | +142.4% | +197.0% | +198.7% |
| All | +3,315.2% | +806.6% | +2,508.6% | +1,183.2% |
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 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