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  • CRS vs WY✓SelectedUSD · WYCRS vs WY performance historyLatest closeAs of-0.02%09/09
Stock and ETF performance explorer

CRS vs WY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,832.2%
WY return
+673.4%
Excess return
+9,158.8%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWYExcessAlpha
1D0.0%-0.4%+0.4%+0.2%
7D-0.5%-1.7%+1.1%+0.4%
30D-18.1%-9.9%-8.2%-13.5%
3M-12.4%-7.5%-4.9%-9.3%
6M+15.9%-5.1%+21.1%+18.4%
YTD+45.8%-2.1%+47.9%+45.7%
1Y+87.8%-7.3%+95.1%+92.5%
3Y+648.7%-22.6%+671.4%+734.3%
5Y+1,416.6%-19.8%+1,436.4%+1,569.2%
10Y+1,412.7%+9.6%+1,403.1%+1,325.6%
All+9,832.2%+673.4%+9,158.8%+5,653.9%

Cumulative growth

Daily Returns

Daily percentage return beside WY.

Daily Out/Under-Performance

Portfolio return minus WY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WY 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 WY 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