+53.0%
WULF vs PRU
+18.5%
+34.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.5% | -6.1% |
| 7D | -0.6% | -3.8% | +3.3% | +0.9% |
| 30D | -3.6% | -2.0% | -1.6% | -3.0% |
| 3M | -30.4% | +14.0% | -44.4% | -35.9% |
| 6M | +12.5% | +27.2% | -14.8% | -5.0% |
| YTD | +40.5% | +9.1% | +31.4% | +27.0% |
| 1Y | +53.0% | +18.1% | +34.9% | +27.4% |
| All | +53.0% | +18.5% | +34.5% | +27.4% |
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