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  • FLEX vs WAT✓SelectedUSD · WATFLEX vs WAT performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

FLEX vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,328.8%
WAT return
+10,816.8%
Excess return
-6,488.0%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D+1.5%-1.0%+2.5%+1.9%
7D-0.9%-1.3%+0.4%-0.4%
30D-10.1%+2.3%-12.5%-11.1%
3M-31.3%+8.7%-40.1%-33.7%
6M+71.3%+28.3%+43.0%+53.4%
YTD+81.2%+7.8%+73.5%+72.6%
1Y+98.5%+36.6%+61.9%+70.2%
3Y+428.2%+45.7%+382.6%+323.4%
5Y+657.3%-3.3%+660.6%+609.6%
10Y+995.9%+162.1%+833.8%+571.6%
All+4,328.8%+10,816.8%-6,488.0%+959.8%

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