+128.3%
WFC vs RPRX
+77.0%
+51.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | -4.0% | +4.4% | +1.6% |
| 30D | +2.5% | +4.9% | -2.5% | +1.0% |
| 3M | +10.0% | +9.4% | +0.6% | +7.0% |
| 6M | +15.1% | +33.3% | -18.2% | +5.3% |
| YTD | -2.2% | +59.0% | -61.2% | -15.2% |
| 1Y | +13.5% | +69.2% | -55.8% | -4.0% |
| 3Y | +135.2% | +124.1% | +11.1% | +78.7% |
| 5Y | +128.3% | +77.9% | +50.5% | +95.0% |
| All | +128.3% | +77.0% | +51.3% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling