+57.3%
DRAM vs BBWI
+13.5%
+43.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.3% | -2.8% |
| 7D | +18.0% | -4.5% | +22.5% | +17.7% |
| 30D | -17.4% | +17.1% | -34.5% | -15.9% |
| 3M | -20.3% | +17.5% | -37.8% | -18.9% |
| 6M | -14.9% | +12.8% | -27.7% | -15.2% |
| All | +57.3% | +13.5% | +43.8% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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