+92.0%
WFC vs RPRX
+89.2%
+2.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.3% | +3.6% | -4.9% | -2.3% |
| 30D | +3.6% | +21.2% | -17.6% | -1.9% |
| 3M | -1.3% | +21.6% | -22.9% | -6.8% |
| 6M | +18.0% | +36.7% | -18.7% | +7.4% |
| YTD | -5.9% | +83.7% | -89.5% | -22.0% |
| 1Y | +1.8% | +83.2% | -81.4% | -15.6% |
| 3Y | +125.0% | +177.7% | -52.7% | +57.4% |
| 5Y | +92.0% | +95.8% | -3.8% | +59.8% |
| All | +92.0% | +89.2% | +2.7% | +59.8% |
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