+52.7%
DRAM vs WCC
+18.4%
+34.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -1.1% |
| 7D | +7.9% | +9.9% | -2.0% | -2.1% |
| 30D | -15.4% | -8.4% | -7.0% | -7.4% |
| 3M | -25.5% | -10.3% | -15.2% | -16.9% |
| 6M | -22.3% | -10.5% | -11.8% | -12.5% |
| All | +52.7% | +18.4% | +34.4% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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