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  • APA vs WAB✓SelectedUSD · WABAPA vs WAB performance historyLatest closeAs of+1.82%09/08
Stock and ETF performance explorer

APA vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+166.1%
WAB return
+231.1%
Excess return
-64.9%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+1.8%+0.6%+1.3%+1.5%
7D-1.7%+1.7%-3.4%-2.6%
30D+15.7%-2.4%+18.2%+17.1%
3M+16.5%+9.7%+6.8%+8.2%
6M+35.1%+16.5%+18.6%+17.7%
YTD+82.2%+33.7%+48.5%+42.9%
1Y+102.5%+49.7%+52.8%+44.8%
3Y+10.3%+170.9%-160.6%-50.1%
5Y+166.1%+228.0%-61.9%-1.5%
All+166.1%+231.1%-64.9%-1.5%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling