+50.5%
DRAM vs NWSA
+8.7%
+41.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.7% | +6.6% |
| 7D | -9.8% | -10.5% | +0.7% | -12.3% |
| 30D | -26.9% | -8.8% | -18.2% | -27.0% |
| 3M | -17.4% | -6.5% | -10.9% | -13.9% |
| 6M | -20.9% | -1.3% | -19.5% | -3.2% |
| All | +50.5% | +8.7% | +41.8% | +65.1% |
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