Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FLUT vs WPM✓SelectedUSD · WPMFLUT vs WPM performance historyLatest closeAs of-2.18%09/04
Stock and ETF performance explorer

FLUT vs WPM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+482.6%
WPM return
+5,967.5%
Excess return
-5,484.9%
Maximum drawdown
-70.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWPMExcessAlpha
1D-2.2%-1.1%-1.1%-2.1%
7D-1.6%+1.1%-2.7%-1.7%
30D+7.7%+26.4%-18.6%+7.0%
3M-0.7%+20.8%-21.5%-1.3%
6M-11.2%+1.1%-12.3%-11.3%
YTD-53.4%+32.5%-85.9%-54.0%
1Y-65.8%+51.5%-117.3%-66.4%
3Y-44.9%+267.0%-312.0%-47.6%
5Y-49.7%+250.1%-299.8%-52.3%
10Y-9.7%+540.4%-550.1%-14.9%
All+482.6%+5,967.5%-5,484.9%+434.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling