+18.4%
WMB vs PRU
+20.5%
-2.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.7% |
| 7D | +8.1% | 0.0% | +8.1% | +8.0% |
| 30D | -6.9% | +7.9% | -14.8% | -6.4% |
| 3M | -5.1% | +0.9% | -6.0% | -4.4% |
| 6M | -5.7% | +22.4% | -28.1% | -6.6% |
| YTD | +18.1% | +12.7% | +5.4% | +15.7% |
| 1Y | +18.4% | +19.6% | -1.2% | +14.5% |
| All | +18.4% | +20.5% | -2.1% | +14.5% |
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