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  • FAST vs WAT✓SelectedUSD · WATFAST vs WAT performance historyLatest closeAs of+0.75%09/04
Stock and ETF performance explorer

FAST vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,733.4%
WAT return
+10,816.8%
Excess return
-4,083.4%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D+0.8%-1.0%+1.8%+1.0%
7D-0.4%-1.3%+0.9%0.0%
30D-0.8%+2.3%-3.1%-1.4%
3M+5.8%+8.7%-3.0%+3.4%
6M+8.0%+28.3%-20.3%+0.4%
YTD+25.6%+7.8%+17.9%+21.9%
1Y+0.8%+36.6%-35.8%-8.4%
3Y+86.1%+45.7%+40.4%+61.6%
5Y+100.2%-3.3%+103.5%+91.1%
10Y+494.2%+162.1%+332.1%+332.8%
All+6,733.4%+10,816.8%-4,083.4%+2,203.0%

Cumulative growth

Daily Returns

Daily percentage return beside WAT.

Daily Out/Under-Performance

Portfolio return minus WAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAT 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 WAT 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