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  • F vs WM✓SelectedUSD · WMF vs WM performance historyLatest closeAs of+1.46%09/04
Stock and ETF performance explorer

F vs WM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+615.0%
WM return
+26,336.4%
Excess return
-25,721.4%
Maximum drawdown
-95.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWMExcessAlpha
1D+1.5%-1.2%+2.7%+1.7%
7D+5.3%-0.3%+5.6%+5.4%
30D+4.6%-2.4%+7.0%+5.1%
3M-3.7%+0.4%-4.1%-4.0%
6M+16.8%-9.5%+26.3%+18.9%
YTD+15.3%+0.5%+14.8%+14.3%
1Y+31.0%-1.1%+32.1%+30.2%
3Y+45.4%+46.0%-0.6%+31.3%
5Y+54.7%+51.8%+2.8%+38.5%
10Y+98.2%+307.5%-209.3%+44.0%
All+615.0%+26,336.4%-25,721.4%+318.3%

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