-5.1%
WAT vs RPRX
+74.2%
-79.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | +0.5% |
| 7D | -0.7% | -2.8% | +2.1% | +0.3% |
| 30D | -1.0% | +7.2% | -8.1% | -3.6% |
| 3M | +10.9% | +10.9% | 0.0% | +6.3% |
| 6M | +33.2% | +34.6% | -1.4% | +18.3% |
| YTD | +6.1% | +59.0% | -52.9% | -11.8% |
| 1Y | +30.2% | +72.5% | -42.3% | +4.5% |
| 3Y | +52.9% | +124.1% | -71.2% | +8.8% |
| 5Y | -5.1% | +75.9% | -81.1% | -23.6% |
| All | -5.1% | +74.2% | -79.3% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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