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  • CAT vs WPM✓SelectedUSD · WPMCAT vs WPM performance historyLatest closeAs of+1.05%09/08
Stock and ETF performance explorer

CAT vs WPM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,126.0%
WPM return
+502.1%
Excess return
+624.0%
Maximum drawdown
-43.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWPMExcessAlpha
1D+1.0%+0.1%+1.0%+1.0%
7D+5.6%+7.0%-1.5%+4.6%
30D-2.3%+15.7%-18.1%-4.4%
3M-10.0%+35.2%-45.2%-13.9%
6M+21.2%+6.1%+15.2%+19.3%
YTD+44.4%+32.6%+11.9%+38.4%
1Y+96.3%+46.9%+49.4%+85.7%
3Y+203.9%+276.3%-72.4%+157.5%
5Y+333.5%+260.0%+73.5%+263.2%
10Y+1,126.0%+508.5%+617.5%+945.0%
All+1,126.0%+502.1%+624.0%+945.0%

Cumulative growth

Daily Returns

Daily percentage return beside WPM.

Daily Out/Under-Performance

Portfolio return minus WPM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…

10y analysis · Full analysis span regression · 6 months rolling