+1,340.8%
WM vs PRU
+809.8%
+530.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.9% |
| 7D | +4.5% | +4.8% | -0.3% | +3.4% |
| 30D | +16.1% | +7.9% | +8.2% | +14.1% |
| 3M | +8.0% | +3.1% | +4.9% | +7.2% |
| 6M | +8.4% | +25.2% | -16.8% | +3.0% |
| YTD | +11.2% | +12.7% | -1.5% | +7.7% |
| 1Y | +22.3% | +23.5% | -1.2% | +16.0% |
| 3Y | +50.2% | +50.6% | -0.3% | +34.6% |
| 5Y | +63.3% | +40.9% | +22.4% | +46.5% |
| 10Y | +355.0% | +125.5% | +229.6% | +249.2% |
| All | +1,340.8% | +809.8% | +530.9% | +471.3% |
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