+123.9%
WDAY vs PRU
+115.4%
+8.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.3% |
| 7D | -4.0% | +3.2% | -7.2% | -5.2% |
| 30D | +1.9% | +7.9% | -6.0% | -1.0% |
| 3M | +5.9% | +1.8% | +4.1% | +5.2% |
| 6M | +48.8% | +24.1% | +24.7% | +37.5% |
| YTD | -11.4% | +12.4% | -23.8% | -15.4% |
| 1Y | -15.5% | +20.9% | -36.4% | -21.4% |
| 3Y | -15.6% | +55.5% | -71.1% | -29.0% |
| 5Y | -35.2% | +42.7% | -77.8% | -44.4% |
| 10Y | +123.9% | +106.1% | +17.7% | +59.2% |
| All | +123.9% | +115.4% | +8.4% | +59.2% |
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