+131.4%
WMT vs RPRX
+72.5%
+59.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.4% |
| 7D | -2.5% | -8.0% | +5.5% | -1.2% |
| 30D | -6.4% | +2.1% | -8.5% | -6.7% |
| 3M | -12.1% | +8.2% | -20.3% | -13.2% |
| 6M | -15.0% | +28.9% | -43.8% | -18.3% |
| YTD | -4.5% | +54.1% | -58.6% | -10.5% |
| 1Y | +6.2% | +65.5% | -59.3% | -1.7% |
| 3Y | +99.9% | +117.3% | -17.4% | +76.4% |
| 5Y | +131.4% | +71.6% | +59.8% | +114.2% |
| All | +131.4% | +72.5% | +59.0% | +114.2% |
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