+147.2%
WM vs RPRX
+75.3%
+71.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +13.1% | +18.6% | -5.5% | +10.6% |
| 3M | +3.6% | +18.0% | -14.4% | +1.3% |
| 6M | +8.1% | +33.8% | -25.7% | +4.0% |
| YTD | +8.9% | +76.6% | -67.7% | +1.0% |
| 1Y | +20.3% | +68.2% | -47.9% | +12.3% |
| 3Y | +46.2% | +161.5% | -115.4% | +28.0% |
| 5Y | +59.9% | +91.4% | -31.5% | +45.7% |
| All | +147.2% | +75.3% | +71.9% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling