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  • DLR vs WPM✓SelectedUSD · WPMDLR vs WPM performance historyLatest closeAs of+0.32%09/04
Stock and ETF performance explorer

DLR vs WPM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,322.0%
WPM return
+5,967.5%
Excess return
-3,645.5%
Maximum drawdown
-56.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWPMExcessAlpha
1D+0.3%-1.1%+1.4%+0.5%
7D+1.6%+1.1%+0.5%+1.4%
30D-3.4%+26.4%-29.7%-6.9%
3M+0.5%+20.8%-20.3%-2.8%
6M+4.6%+1.1%+3.4%+3.5%
YTD+23.4%+32.5%-9.0%+16.8%
1Y+19.0%+51.5%-32.5%+10.1%
3Y+56.5%+267.0%-210.5%+25.5%
5Y+33.3%+250.1%-216.8%+6.6%
10Y+165.1%+540.4%-375.2%+86.9%
All+2,322.0%+5,967.5%-3,645.5%+880.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling