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  • EXPE vs WPM✓SelectedUSD · WPMEXPE vs WPM performance historyLatest closeAs of-0.71%09/09
Stock and ETF performance explorer

EXPE vs WPM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+158.0%
WPM return
+523.6%
Excess return
-365.6%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWPMExcessAlpha
1D-0.7%+1.1%-1.8%-0.9%
7D-11.5%+3.9%-15.4%-12.0%
30D-13.1%+17.7%-30.7%-15.1%
3M+18.1%+39.4%-21.3%+12.6%
6M+13.3%+6.4%+6.8%+11.3%
YTD-3.2%+34.0%-37.2%-8.8%
1Y+26.1%+50.5%-24.4%+16.3%
3Y+151.7%+280.3%-128.6%+97.2%
5Y+88.3%+266.3%-178.0%+45.4%
10Y+158.0%+550.8%-392.8%+80.4%
All+158.0%+523.6%-365.6%+80.4%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling