+62.5%
DRAM vs NWSA
+25.0%
+37.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.7% | -9.0% | -0.6% |
| 7D | -16.6% | +4.3% | -20.9% | -11.9% |
| 30D | -26.9% | +5.6% | -32.4% | -21.2% |
| 3M | -17.8% | +7.3% | -25.1% | -8.2% |
| 6M | +6.2% | +18.8% | -12.6% | +37.2% |
| All | +62.5% | +25.0% | +37.5% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling