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  • CDE vs WM✓SelectedUSD · WMCDE vs WM performance historyLatest closeAs of+1.65%09/09
Stock and ETF performance explorer

CDE vs WM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+58.2%
WM return
+303.2%
Excess return
-245.0%
Maximum drawdown
-84.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWMExcessAlpha
1D+1.6%-0.6%+2.3%+1.9%
7D-2.0%-1.2%-0.8%-1.4%
30D+15.7%-4.5%+20.2%+18.2%
3M+30.5%-2.2%+32.7%+30.0%
6M-7.4%-11.5%+4.1%-3.5%
YTD+17.9%-0.7%+18.6%+15.3%
1Y+46.7%+0.3%+46.4%+41.8%
3Y+851.3%+44.2%+807.1%+625.2%
5Y+202.9%+51.6%+151.3%+122.5%
10Y+58.2%+310.4%-252.2%-5.1%
All+58.2%+303.2%-245.0%-5.1%

Cumulative growth

Daily Returns

Daily percentage return beside WM.

Daily Out/Under-Performance

Portfolio return minus WM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WM 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 WM 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