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  • FLEX vs WPM✓SelectedUSD · WPMFLEX vs WPM performance historyLatest closeAs of-1.43%09/09
Stock and ETF performance explorer

FLEX vs WPM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,086.7%
WPM return
+523.6%
Excess return
+563.1%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWPMExcessAlpha
1D-1.4%+1.1%-2.5%-1.6%
7D+6.4%+3.9%+2.5%+5.5%
30D-5.9%+17.7%-23.5%-9.3%
3M-23.5%+39.4%-62.9%-29.0%
6M+83.7%+6.4%+77.3%+79.4%
YTD+86.5%+34.0%+52.5%+74.7%
1Y+100.5%+50.5%+50.0%+83.9%
3Y+469.8%+280.3%+189.5%+346.0%
5Y+725.7%+266.3%+459.3%+537.3%
10Y+1,086.7%+550.8%+535.9%+759.0%
All+1,086.7%+523.6%+563.1%+759.0%

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