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  • ARM vs WFC✓SelectedUSD · WFCARM vs WFC performance historyLatest closeAs of+3.92%09/04
Stock and ETF performance explorer

ARM vs WFC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+86.1%
WFC return
+13.8%
Excess return
+72.2%
Maximum drawdown
-48.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioWFCExcessAlpha
1D+3.9%+0.9%+3.0%+3.6%
7D+5.5%+3.8%+1.7%+4.0%
30D-8.2%+1.5%-9.7%-8.7%
3M-35.9%+10.9%-46.8%-38.4%
6M+103.1%+8.4%+94.7%+93.6%
YTD+130.6%-1.9%+132.5%+126.4%
1Y+86.1%+12.3%+73.7%+76.1%
All+86.1%+13.8%+72.2%+76.1%

Cumulative growth

Daily Returns

Daily percentage return beside WFC.

Daily Out/Under-Performance

Portfolio return minus WFC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WFC 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 WFC 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