+64.8%
RPRX vs WST
+63.6%
+1.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +5.1% | +0.7% | +4.4% | +5.0% |
| 30D | +11.2% | -3.1% | +14.3% | +11.6% |
| 3M | +16.7% | +7.2% | +9.5% | +15.7% |
| 6M | +36.0% | +36.8% | -0.8% | +30.5% |
| YTD | +67.8% | +23.8% | +44.0% | +62.8% |
| 1Y | +76.7% | +37.8% | +38.9% | +68.9% |
| 3Y | +128.1% | -15.9% | +144.0% | +126.1% |
| 5Y | +82.9% | -25.8% | +108.7% | +86.7% |
| All | +64.8% | +63.6% | +1.2% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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