+3.6%
WBD vs RPRX
+70.9%
-67.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -0.7% | -8.4% | +7.6% | +2.8% |
| 30D | +1.4% | -0.6% | +2.0% | +1.4% |
| 3M | +4.4% | +6.4% | -2.0% | +1.2% |
| 6M | +0.8% | +26.6% | -25.8% | -9.8% |
| YTD | -2.7% | +53.8% | -56.5% | -20.6% |
| 1Y | +73.4% | +62.8% | +10.6% | +36.8% |
| 3Y | +142.1% | +118.0% | +24.1% | +62.7% |
| All | +3.6% | +70.9% | -67.3% | -19.0% |
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