+52.7%
DRAM vs WM
+5.8%
+46.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -3.2% |
| 7D | +7.9% | +3.2% | +4.7% | +16.2% |
| 30D | -15.4% | +13.0% | -28.5% | +17.4% |
| 3M | -25.5% | +9.2% | -34.8% | -5.3% |
| 6M | -22.3% | +13.6% | -35.9% | +17.2% |
| All | +52.7% | +5.8% | +46.9% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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