-14.1%
WDAY vs PRU
+19.8%
-33.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.2% |
| 7D | -2.5% | +2.4% | -4.9% | -3.8% |
| 30D | +4.7% | +6.1% | -1.4% | +1.2% |
| 3M | +13.3% | -0.7% | +14.0% | +13.7% |
| 6M | +57.3% | +22.1% | +35.2% | +47.0% |
| YTD | -10.2% | +9.8% | -20.0% | -12.6% |
| 1Y | -14.1% | +19.4% | -33.4% | -23.5% |
| All | -14.1% | +19.8% | -33.8% | -23.5% |
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