+130.1%
WDAY vs PRU
+107.2%
+22.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -4.6% | +3.8% | -8.4% | -6.0% |
| 30D | +1.2% | +9.0% | -7.8% | -2.1% |
| 3M | +2.6% | +2.1% | +0.4% | +1.7% |
| 6M | +47.8% | +25.4% | +22.4% | +35.9% |
| YTD | -12.1% | +13.5% | -25.6% | -16.3% |
| 1Y | -17.1% | +21.3% | -38.5% | -23.1% |
| 3Y | -17.9% | +55.1% | -73.0% | -31.0% |
| 5Y | -35.1% | +43.6% | -78.7% | -44.5% |
| 10Y | +130.1% | +99.2% | +30.9% | +50.6% |
| All | +130.1% | +107.2% | +22.9% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling