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  • APA vs WAB✓SelectedUSD · WABAPA vs WAB performance historyLatest closeAs of+2.96%09/09
Stock and ETF performance explorer

APA vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+114.2%
WAB return
+47.7%
Excess return
+66.5%
Maximum drawdown
-27.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+3.0%-1.4%+4.4%+2.7%
7D+0.3%+0.2%+0.1%+0.4%
30D+9.3%-4.6%+13.9%+8.5%
3M+23.3%+5.6%+17.7%+24.3%
6M+39.5%+13.8%+25.7%+41.6%
YTD+87.6%+31.9%+55.8%+79.6%
1Y+114.2%+48.3%+66.0%+100.0%
All+114.2%+47.7%+66.5%+100.0%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling