+71.6%
RPRX vs WTW
+42.3%
+29.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | -8.0% | -7.8% | -0.2% | -6.3% |
| 30D | +2.1% | -7.9% | +10.0% | +4.0% |
| 3M | +8.2% | +19.9% | -11.8% | +3.4% |
| 6M | +28.9% | +9.8% | +19.1% | +25.3% |
| YTD | +54.1% | -3.3% | +57.5% | +54.6% |
| 1Y | +65.5% | -3.3% | +68.8% | +65.8% |
| 3Y | +117.3% | +61.5% | +55.7% | +82.5% |
| 5Y | +71.6% | +42.6% | +29.0% | +44.9% |
| All | +71.6% | +42.3% | +29.3% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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