+52.7%
DRAM vs WTW
+17.6%
+35.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -0.9% |
| 7D | +7.9% | +2.0% | +5.9% | +10.2% |
| 30D | -15.4% | +12.9% | -28.3% | -3.9% |
| 3M | -25.5% | +0.7% | -26.3% | -23.4% |
| 6M | -22.3% | +39.5% | -61.7% | +12.0% |
| All | +52.7% | +17.6% | +35.1% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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