-20.0%
DRAM vs WELL
+13.4%
-33.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -1.0% | -16.9% | -19.1% |
| 7D | -28.5% | +5.3% | -33.7% | -24.0% |
| 30D | -37.8% | +8.7% | -46.5% | -30.7% |
| 3M | -31.1% | +3.8% | -35.0% | -27.7% |
| 6M | -20.0% | +15.4% | -35.4% | +6.5% |
| All | -20.0% | +13.4% | -33.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 6mo: compounded portfolio wealth divided by compounded WELL 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…
6mo analysis · Full analysis span regression · 6 months rolling