-15.3%
WDAY vs PRU
+19.0%
-34.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.9% |
| 7D | -4.4% | +1.9% | -6.2% | -5.2% |
| 30D | +14.7% | +2.7% | +12.0% | +13.4% |
| 3M | +32.4% | +19.5% | +12.9% | +23.9% |
| 6M | +36.9% | +26.6% | +10.2% | +24.0% |
| YTD | -8.8% | +12.3% | -21.2% | -12.5% |
| 1Y | -15.3% | +18.0% | -33.3% | -21.9% |
| All | -15.3% | +19.0% | -34.3% | -21.9% |
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