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  • ADSK vs WAB✓SelectedUSD · WABADSK vs WAB performance historyLatest closeAs of-2.63%09/09
Stock and ETF performance explorer

ADSK vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,044.3%
WAB return
+4,056.8%
Excess return
-2,012.5%
Maximum drawdown
-76.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D-2.6%-1.4%-1.2%-2.1%
7D-14.5%+0.2%-14.8%-14.6%
30D-19.3%-4.6%-14.8%-17.9%
3M-7.8%+5.6%-13.4%-10.6%
6M-20.8%+13.8%-34.6%-26.0%
YTD-30.2%+31.9%-62.1%-38.6%
1Y-36.5%+48.3%-84.7%-46.7%
3Y-5.7%+167.1%-172.9%-37.7%
5Y-28.2%+222.9%-251.1%-55.7%
10Y+209.1%+289.9%-80.8%+63.7%
All+2,044.3%+4,056.8%-2,012.5%+407.2%

Cumulative growth

Daily Returns

Daily percentage return beside WAB.

Daily Out/Under-Performance

Portfolio return minus WAB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAB 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 all: compounded portfolio wealth divided by compounded WAB 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…

all analysis · Full analysis span regression · 6 months rolling