+52.7%
DRAM vs WDC
+6.3%
+46.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.0% | +2.1% | +1.3% |
| 7D | +7.9% | +12.1% | -4.2% | -1.8% |
| 30D | -15.4% | -18.8% | +3.4% | +0.1% |
| 3M | -25.5% | -39.3% | +13.8% | +10.3% |
| 6M | -22.3% | -40.1% | +17.9% | +9.7% |
| All | +52.7% | +6.3% | +46.4% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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