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  • BBY vs WAT✓SelectedUSD · WATBBY vs WAT performance historyLatest closeAs of+3.18%09/04
Stock and ETF performance explorer

BBY vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,860.1%
WAT return
+10,816.8%
Excess return
-3,956.7%
Maximum drawdown
-78.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D+3.2%-1.0%+4.2%+3.5%
7D+9.5%-1.3%+10.8%+9.9%
30D+6.8%+2.3%+4.5%+6.0%
3M+28.9%+8.7%+20.1%+25.1%
6M+37.8%+28.3%+9.5%+26.6%
YTD+38.7%+7.8%+31.0%+34.3%
1Y+23.7%+36.6%-12.9%+10.9%
3Y+39.1%+45.7%-6.6%+19.7%
5Y-0.4%-3.3%+2.9%-4.1%
10Y+234.0%+162.1%+71.9%+135.2%
All+6,860.1%+10,816.8%-3,956.7%+1,741.7%

Cumulative growth

Daily Returns

Daily percentage return beside WAT.

Daily Out/Under-Performance

Portfolio return minus WAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAT 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 WAT 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