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

EWY vs WPM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+714.9%
WPM return
+5,972.6%
Excess return
-5,257.7%
Maximum drawdown
-74.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWPMExcessAlpha
1D+0.6%+0.1%+0.5%+0.5%
7D+8.0%+7.0%+1.0%+6.3%
30D+14.3%+15.7%-1.4%+10.4%
3M+2.3%+35.2%-32.9%-4.6%
6M+49.9%+6.1%+43.8%+47.7%
YTD+95.3%+32.6%+62.8%+83.0%
1Y+161.7%+46.9%+114.8%+138.5%
3Y+230.2%+276.3%-46.1%+142.1%
5Y+148.1%+260.0%-111.9%+81.0%
10Y+293.2%+508.5%-215.4%+139.2%
All+714.9%+5,972.6%-5,257.7%+112.5%

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