+264.2%
WFC vs RPRX
+52.7%
+211.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +0.4% | -8.4% | +8.7% | +2.1% |
| 30D | +1.5% | -0.6% | +2.2% | +1.6% |
| 3M | +10.2% | +6.4% | +3.8% | +8.6% |
| 6M | +18.8% | +26.6% | -7.8% | +12.8% |
| YTD | -1.5% | +53.8% | -55.3% | -10.4% |
| 1Y | +13.5% | +62.8% | -49.2% | +1.8% |
| 3Y | +135.0% | +118.0% | +16.9% | +95.9% |
| 5Y | +130.1% | +71.2% | +58.9% | +103.9% |
| All | +264.2% | +52.7% | +211.5% | +219.9% |
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