+43.3%
WEC vs RPRX
+66.6%
-23.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.3% | +5.1% | -5.4% | -0.8% |
| 30D | -1.3% | +11.2% | -12.5% | -2.5% |
| 3M | -3.9% | +16.7% | -20.6% | -5.7% |
| 6M | -8.3% | +36.0% | -44.3% | -11.5% |
| YTD | +3.1% | +67.8% | -64.7% | -2.9% |
| 1Y | +1.9% | +76.7% | -74.8% | -4.7% |
| 3Y | +41.9% | +128.1% | -86.2% | +28.0% |
| 5Y | +30.8% | +82.9% | -52.1% | +20.6% |
| All | +43.3% | +66.6% | -23.3% | +31.1% |
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