+62.5%
DRAM vs WU
-16.2%
+78.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.4% | -10.8% | -4.9% |
| 7D | -16.6% | +8.2% | -24.9% | -16.2% |
| 30D | -26.9% | +8.0% | -34.9% | -26.5% |
| 3M | -17.8% | -6.6% | -11.2% | -17.4% |
| 6M | +6.2% | -23.3% | +29.5% | +9.2% |
| All | +62.5% | -16.2% | +78.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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