+41.5%
DRAM vs WEC
+1.0%
+40.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.2% | +3.3% |
| 7D | -18.2% | -0.2% | -18.0% | -18.0% |
| 30D | -34.5% | +12.3% | -46.8% | -23.9% |
| 3M | -23.6% | +8.3% | -31.9% | -15.4% |
| 6M | -19.3% | +3.5% | -22.7% | -14.0% |
| All | +41.5% | +1.0% | +40.5% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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