+130.7%
WFC vs RPRX
+126.7%
+4.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.0% | -1.4% |
| 7D | +1.1% | -2.8% | +3.8% | +1.5% |
| 30D | +0.8% | +7.2% | -6.3% | -0.2% |
| 3M | +9.3% | +10.9% | -1.6% | +7.5% |
| 6M | +10.6% | +34.6% | -23.9% | +5.2% |
| YTD | -4.1% | +59.0% | -63.0% | -11.3% |
| 1Y | +13.6% | +72.5% | -59.0% | +3.2% |
| 3Y | +130.7% | +124.1% | +6.6% | +98.3% |
| All | +130.7% | +126.7% | +4.1% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling