+115.0%
DRAM vs WETO
-95.0%
+210.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -20.8% | +27.4% | +6.7% |
| 7D | +6.9% | -55.4% | +62.3% | +7.3% |
| 30D | +11.1% | -48.5% | +59.6% | +10.7% |
| 3M | -9.1% | -97.5% | +88.4% | +13.9% |
| All | +115.0% | -95.0% | +210.0% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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 · Available span rolling