-33.5%
WDAY vs PRU
+42.1%
-75.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.6% |
| 7D | +1.8% | +3.6% | -1.8% | +0.1% |
| 30D | +4.1% | +8.9% | -4.8% | -0.2% |
| 3M | -4.8% | +0.2% | -5.0% | -5.1% |
| 6M | +68.6% | +23.7% | +44.9% | +52.9% |
| YTD | -8.5% | +13.7% | -22.3% | -14.1% |
| 1Y | -12.1% | +20.6% | -32.7% | -19.8% |
| 3Y | -13.2% | +56.3% | -69.5% | -31.8% |
| All | -33.5% | +42.1% | -75.6% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling