+147.6%
WM vs RPRX
+79.2%
+68.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.1% |
| 7D | -0.5% | +3.4% | -3.8% | -0.9% |
| 30D | +13.3% | +20.8% | -7.5% | +10.5% |
| 3M | +4.4% | +21.6% | -17.2% | +1.7% |
| 6M | +10.8% | +36.5% | -25.7% | +6.3% |
| YTD | +9.1% | +80.4% | -71.4% | +0.9% |
| 1Y | +19.1% | +81.8% | -62.7% | +10.1% |
| 3Y | +45.7% | +170.9% | -125.2% | +27.0% |
| 5Y | +60.4% | +95.2% | -34.7% | +45.8% |
| All | +147.6% | +79.2% | +68.4% | +121.7% |
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