+756.1%
WULF vs PRU
+816.1%
-59.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.3% |
| 7D | +0.2% | +3.8% | -3.5% | -0.5% |
| 30D | -8.8% | +9.0% | -17.8% | -10.3% |
| 3M | -22.5% | +2.1% | -24.6% | -22.9% |
| 6M | -46.3% | +25.4% | -71.7% | -48.6% |
| YTD | +9.3% | +13.5% | -4.2% | +6.5% |
| 1Y | -12.2% | +21.3% | -33.5% | -15.4% |
| 3Y | +1,181.6% | +55.1% | +1,126.5% | +1,108.1% |
| 5Y | -55.4% | +43.6% | -99.0% | -57.3% |
| 10Y | +34.1% | +99.2% | -65.2% | +21.3% |
| All | +756.1% | +816.1% | -59.9% | +433.7% |
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