This paper proposes Deadweight Drift as a generalization of Deadweight Loss that unifies institutional and behavioral market distortions under a single theoretical concept. Vernon Smith's experimental economics demonstrated that equilibrium models succeed remarkably well in non-speculative markets but systematically fail in speculative markets; findings that remain theoretically disconnected in the literature. This paper argues that a structural feature explains this divergence: in ordinary markets, goods are purchased for consumption, anchoring prices to use value; in speculative markets, assets are purchased for resale, decoupling prices from fundamental value and enabling behavioral dynamics to generate sustained deviations from equilibrium. Deadweight Drift bridges this gap by defining market distortion as cumulative deviation from equilibrium regardless of source, operating in two directions: Negative Drift (activity suppressed below equilibrium) and Positive Drift (activity inflated above equilibrium). The framework achieves theoretical unification through subtraction rather than addition: traditional Deadweight Loss becomes a special case of externally-induced Negative Drift, while speculative bubbles and panics become internally-induced Positive and Negative Drift respectively. The economic consequence, capital not allocated to its most productive use, is identical across all cases. This parsimonious framework extends explanatory power to speculative markets while maintaining the analytical clarity of the original Deadweight Loss concept.