+62.5%
DRAM vs WETO
-98.3%
+160.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +11.4% | -16.7% | -5.4% |
| 7D | -16.6% | +3.6% | -20.2% | -16.7% |
| 30D | -26.9% | -17.2% | -9.6% | -26.8% |
| 3M | -17.8% | -83.7% | +65.9% | -17.8% |
| 6M | +6.2% | -98.3% | +104.5% | +24.4% |
| All | +62.5% | -98.3% | +160.8% | +89.6% |
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 · 6 months rolling