-22.3%
DRAM vs WTW
+36.1%
-58.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -0.3% |
| 7D | +7.9% | +2.0% | +5.9% | +10.8% |
| 30D | -15.4% | +12.9% | -28.3% | +0.1% |
| 3M | -25.5% | +0.7% | -26.3% | -23.7% |
| 6M | -22.3% | +39.5% | -61.7% | +67.6% |
| All | -22.3% | +36.1% | -58.4% | +67.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling