+8.5%
WDAY vs RPRX
+81.2%
-72.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | +1.8% | +3.3% | -1.5% | +0.8% |
| 30D | +4.1% | +17.9% | -13.8% | -1.3% |
| 3M | -4.8% | +19.2% | -24.1% | -10.1% |
| 6M | +68.6% | +31.7% | +36.9% | +53.9% |
| YTD | -8.5% | +82.5% | -91.0% | -25.6% |
| 1Y | -12.1% | +78.4% | -90.5% | -28.0% |
| 3Y | -13.2% | +177.0% | -190.1% | -41.1% |
| 5Y | -33.7% | +86.5% | -120.2% | -46.5% |
| All | +8.5% | +81.2% | -72.7% | -12.6% |
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 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