+8.1%
WDAY vs RPRX
+66.6%
-58.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | +5.1% | -9.5% | -5.8% |
| 30D | +14.7% | +11.2% | +3.5% | +10.8% |
| 3M | +32.4% | +16.7% | +15.7% | +25.6% |
| 6M | +36.9% | +36.0% | +0.9% | +23.2% |
| YTD | -8.8% | +67.8% | -76.6% | -23.7% |
| 1Y | -15.3% | +76.7% | -92.0% | -30.8% |
| 3Y | -21.2% | +128.1% | -149.3% | -42.4% |
| 5Y | -29.5% | +82.9% | -112.4% | -43.0% |
| All | +8.1% | +66.6% | -58.5% | -10.5% |
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