+125.4%
WDAY vs PRU
+115.4%
+10.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.7% |
| 7D | -2.5% | +2.4% | -4.9% | -3.4% |
| 30D | +4.7% | +6.1% | -1.4% | +2.3% |
| 3M | +13.3% | -0.7% | +14.0% | +13.6% |
| 6M | +57.3% | +22.1% | +35.2% | +46.3% |
| YTD | -10.2% | +9.8% | -20.0% | -13.4% |
| 1Y | -14.1% | +19.4% | -33.4% | -19.6% |
| 3Y | -11.7% | +50.4% | -62.0% | -24.7% |
| 5Y | -33.5% | +37.2% | -70.6% | -42.1% |
| All | +125.4% | +115.4% | +10.0% | +63.6% |
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