+62.5%
DRAM vs WFC
+11.4%
+51.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -4.5% |
| 7D | -16.6% | +4.5% | -21.1% | -15.3% |
| 30D | -26.9% | +7.4% | -34.2% | -24.9% |
| 3M | -17.8% | -0.5% | -17.3% | -17.3% |
| 6M | +6.2% | +11.7% | -5.5% | +17.8% |
| All | +62.5% | +11.4% | +51.1% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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