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  • DLTR vs BWA✓SelectedUSD · BWADLTR vs BWA performance historyLatest closeAs of+0.29%09/04
Stock and ETF performance explorer

DLTR vs BWA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+11,144.7%
BWA return
+3,518.0%
Excess return
+7,626.8%
Maximum drawdown
-67.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBWAExcessAlpha
1D+0.3%+2.8%-2.5%-0.5%
7D+2.5%+5.7%-3.2%+0.8%
30D+2.1%+1.4%+0.7%+1.4%
3M+20.3%-12.1%+32.4%+23.8%
6M+11.5%+28.6%-17.0%+2.4%
YTD+6.8%+51.1%-44.3%-7.2%
1Y+31.1%+55.9%-24.8%+12.7%
3Y+10.7%+70.1%-59.5%-9.2%
5Y+41.6%+90.7%-49.1%+9.6%
10Y+58.1%+154.0%-95.8%+5.4%
All+11,144.7%+3,518.0%+7,626.8%+2,030.7%

Cumulative growth

Daily Returns

Daily percentage return beside BWA.

Daily Out/Under-Performance

Portfolio return minus BWA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BWA 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 BWA 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