+2.5%
WDAY vs RPRX
+52.7%
-50.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -5.2% | -8.4% | +3.2% | -2.5% |
| 30D | +5.9% | -0.6% | +6.6% | +6.1% |
| 3M | +42.3% | +6.4% | +35.8% | +39.1% |
| 6M | +34.7% | +26.6% | +8.1% | +24.2% |
| YTD | -13.5% | +53.8% | -67.3% | -25.6% |
| 1Y | -18.1% | +62.8% | -80.9% | -31.3% |
| 3Y | -26.4% | +118.0% | -144.4% | -45.7% |
| 5Y | -30.6% | +71.2% | -101.8% | -42.7% |
| All | +2.5% | +52.7% | -50.2% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling