+79.1%
RPRX vs WSM
+572.9%
-493.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.7% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +17.9% | +5.1% | +12.8% | +17.3% |
| 3M | +19.2% | +5.1% | +14.1% | +18.6% |
| 6M | +31.7% | +48.6% | -16.9% | +26.7% |
| YTD | +82.5% | +44.2% | +38.3% | +75.6% |
| 1Y | +78.4% | +38.1% | +40.4% | +72.3% |
| 3Y | +177.0% | +257.2% | -80.3% | +136.8% |
| 5Y | +86.5% | +165.1% | -78.6% | +59.1% |
| All | +79.1% | +572.9% | -493.7% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling