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  • EWY vs WAB✓SelectedUSD · WABEWY vs WAB performance historyLatest closeAs of+0.55%09/08
Stock and ETF performance explorer

EWY vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,244.2%
WAB return
+5,052.0%
Excess return
-3,807.8%
Maximum drawdown
-74.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+0.6%+0.6%0.0%+0.3%
7D+8.0%+1.7%+6.4%+7.3%
30D+14.3%-2.4%+16.8%+15.5%
3M+2.3%+9.7%-7.4%-1.5%
6M+49.9%+16.5%+33.3%+41.1%
YTD+95.3%+33.7%+61.6%+74.1%
1Y+161.7%+49.7%+112.0%+122.6%
3Y+230.2%+170.9%+59.2%+117.7%
5Y+148.1%+228.0%-79.9%+49.1%
10Y+293.2%+284.8%+8.4%+99.0%
All+1,244.2%+5,052.0%-3,807.8%+154.9%

Cumulative growth

Daily Returns

Daily percentage return beside WAB.

Daily Out/Under-Performance

Portfolio return minus WAB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAB 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 WAB 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