+61.6%
DRAM vs WTW
+17.2%
+44.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.4% | +10.0% | +10.8% |
| 7D | -0.6% | -0.9% | +0.4% | -1.4% |
| 30D | -18.0% | +12.0% | -30.0% | -7.6% |
| 3M | -11.9% | -2.1% | -9.8% | -11.8% |
| 6M | -18.6% | +34.8% | -53.3% | +16.2% |
| All | +61.6% | +17.2% | +44.3% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling