+116.1%
WAT vs RPRX
+66.6%
+49.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.3% | +5.1% | -6.4% | -2.6% |
| 30D | +2.3% | +11.2% | -8.9% | -0.5% |
| 3M | +8.7% | +16.7% | -8.0% | +4.2% |
| 6M | +28.3% | +36.0% | -7.7% | +18.1% |
| YTD | +7.8% | +67.8% | -60.0% | -6.1% |
| 1Y | +36.6% | +76.7% | -40.1% | +17.3% |
| 3Y | +45.7% | +128.1% | -82.4% | +16.2% |
| 5Y | -3.3% | +82.9% | -86.2% | -18.5% |
| All | +116.1% | +66.6% | +49.5% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling