+52.1%
WM vs RPRX
+74.2%
-22.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.3% |
| 7D | -0.9% | -2.8% | +1.9% | -0.5% |
| 30D | -4.3% | +7.2% | -11.5% | -5.5% |
| 3M | +0.8% | +10.9% | -10.1% | -1.1% |
| 6M | -10.8% | +34.6% | -45.3% | -15.3% |
| YTD | -0.1% | +59.0% | -59.0% | -7.9% |
| 1Y | +1.0% | +72.5% | -71.5% | -8.5% |
| 3Y | +45.1% | +124.1% | -79.0% | +24.2% |
| 5Y | +52.1% | +75.9% | -23.8% | +37.3% |
| All | +52.1% | +74.2% | -22.1% | +37.3% |
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 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