+20.3%
WM vs PRU
+19.8%
+0.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.6% | -1.8% |
| 7D | +1.2% | +2.4% | -1.2% | +0.9% |
| 30D | +13.1% | +6.1% | +7.0% | +12.4% |
| 3M | +3.6% | -0.7% | +4.3% | +3.3% |
| 6M | +8.1% | +22.1% | -14.0% | +8.4% |
| YTD | +8.9% | +9.8% | -0.9% | +9.7% |
| 1Y | +20.3% | +19.4% | +1.0% | +19.9% |
| All | +20.3% | +19.8% | +0.6% | +19.9% |
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