Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • EMR vs WM✓SelectedUSD · WMEMR vs WM performance historyLatest closeAs of+1.74%09/04
Stock and ETF performance explorer

EMR vs WM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+62.7%
WM return
+52.1%
Excess return
+10.6%
Maximum drawdown
-29.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWMExcessAlpha
1D+1.7%-1.2%+3.0%+2.1%
7D-1.5%-0.3%-1.2%-1.5%
30D-5.6%-2.4%-3.2%-5.1%
3M+7.9%+0.4%+7.5%+7.2%
6M+6.0%-9.5%+15.5%+8.8%
YTD+16.4%+0.5%+15.9%+15.0%
1Y+16.6%-1.1%+17.7%+15.8%
3Y+62.9%+46.0%+16.8%+33.7%
All+62.7%+52.1%+10.6%+26.8%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling