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  • EWY vs WM✓SelectedUSD · WMEWY vs WM performance historyLatest closeAs of+4.60%09/04
Stock and ETF performance explorer

EWY vs WM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,236.8%
WM return
+2,005.9%
Excess return
-769.0%
Maximum drawdown
-74.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWMExcessAlpha
1D+4.6%-1.2%+5.8%+5.2%
7D+4.8%-0.3%+5.1%+4.9%
30D+11.7%-2.4%+14.0%+12.8%
3M-7.4%+0.4%-7.8%-9.4%
6M+40.6%-9.5%+50.0%+43.7%
YTD+94.3%+0.5%+93.8%+87.7%
1Y+164.3%-1.1%+165.4%+155.5%
3Y+221.0%+46.0%+174.9%+144.7%
5Y+139.1%+51.8%+87.3%+74.4%
10Y+298.8%+307.5%-8.7%+60.5%
All+1,236.8%+2,005.9%-769.0%+170.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling