+302.1%
WDAY vs PRU
+289.2%
+12.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | -4.4% | +1.9% | -6.2% | -5.0% |
| 30D | +14.7% | +2.7% | +12.0% | +13.6% |
| 3M | +32.4% | +19.5% | +12.9% | +23.6% |
| 6M | +36.9% | +26.6% | +10.2% | +24.4% |
| YTD | -8.8% | +12.3% | -21.2% | -13.2% |
| 1Y | -15.3% | +18.0% | -33.3% | -21.0% |
| 3Y | -21.2% | +47.0% | -68.2% | -33.6% |
| 5Y | -29.5% | +48.4% | -77.9% | -41.6% |
| 10Y | +120.0% | +142.4% | -22.4% | +31.4% |
| All | +302.1% | +289.2% | +12.9% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling