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  • APA vs WAB✓SelectedUSD · WABAPA vs WAB performance historyLatest closeAs of-3.19%09/04
Stock and ETF performance explorer

APA vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+396.3%
WAB return
+4,092.2%
Excess return
-3,696.0%
Maximum drawdown
-96.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D-3.2%+0.7%-3.9%-3.5%
7D+0.5%-3.2%+3.7%+1.8%
30D+23.4%-4.4%+27.8%+25.5%
3M+12.7%+7.9%+4.8%+8.2%
6M+39.4%+8.7%+30.7%+31.7%
YTD+79.0%+33.0%+46.0%+55.4%
1Y+88.8%+46.7%+42.2%+56.9%
3Y+6.4%+153.0%-146.6%-29.3%
5Y+153.0%+222.3%-69.3%+53.6%
10Y+7.5%+291.0%-283.4%-36.7%
All+396.3%+4,092.2%-3,696.0%+75.1%

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