-34.1%
WDAY vs PRU
+36.1%
-70.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.4% |
| 7D | -2.5% | +2.4% | -4.9% | -3.7% |
| 30D | +4.7% | +6.1% | -1.4% | +1.6% |
| 3M | +13.3% | -0.7% | +14.0% | +13.7% |
| 6M | +57.3% | +22.1% | +35.2% | +43.6% |
| YTD | -10.2% | +9.8% | -20.0% | -14.2% |
| 1Y | -14.1% | +19.4% | -33.4% | -21.1% |
| 3Y | -11.7% | +50.4% | -62.0% | -29.3% |
| All | -34.1% | +36.1% | -70.2% | -45.0% |
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