+292.6%
WDAY vs PRU
+292.5%
+0.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -5.3% | -2.8% | -2.5% | -4.2% |
| 30D | +1.5% | +8.5% | -7.0% | -1.9% |
| 3M | +5.5% | +1.7% | +3.7% | +4.7% |
| 6M | +57.4% | +24.8% | +32.7% | +44.0% |
| YTD | -11.0% | +13.3% | -24.3% | -15.7% |
| 1Y | -15.8% | +21.4% | -37.2% | -22.4% |
| 3Y | -16.9% | +54.8% | -71.7% | -31.4% |
| 5Y | -35.3% | +42.4% | -77.6% | -45.5% |
| 10Y | +131.0% | +98.4% | +32.6% | +54.1% |
| All | +292.6% | +292.5% | +0.1% | +111.6% |
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