+111.0%
DRAM vs WETO
-94.9%
+205.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.1% | -12.0% | -4.9% |
| 7D | +4.6% | -19.9% | +24.5% | +4.7% |
| 30D | +15.1% | -42.7% | +57.7% | +14.6% |
| 3M | +2.1% | -97.7% | +99.8% | +28.2% |
| All | +111.0% | -94.9% | +205.9% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling