Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FLEX vs WWD✓SelectedUSD · WWDFLEX vs WWD performance historyLatest closeAs of+4.38%09/08
Stock and ETF performance explorer

FLEX vs WWD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,060.6%
WWD return
+476.2%
Excess return
+584.3%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWWDExcessAlpha
1D+4.4%-2.0%+6.4%+5.6%
7D+7.0%+0.8%+6.2%+6.4%
30D-5.8%-6.4%+0.6%-2.0%
3M-24.2%-5.6%-18.6%-22.1%
6M+90.8%-9.1%+99.9%+101.6%
YTD+89.2%+12.5%+76.7%+76.1%
1Y+104.7%+41.3%+63.4%+65.1%
3Y+478.1%+170.2%+307.9%+214.4%
5Y+726.2%+192.5%+533.7%+314.5%
10Y+1,060.6%+476.9%+583.7%+301.1%
All+1,060.6%+476.2%+584.3%+301.1%

Cumulative growth

Daily Returns

Daily percentage return beside WWD.

Daily Out/Under-Performance

Portfolio return minus WWD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WWD 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 WWD 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