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  • GLW vs WM✓SelectedUSD · WMGLW vs WM performance historyLatest closeAs of+5.68%09/04
Stock and ETF performance explorer

GLW vs WM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,542.6%
WM return
+26,336.4%
Excess return
-21,793.8%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWMExcessAlpha
1D+5.7%-1.2%+6.9%+6.0%
7D+3.8%-0.3%+4.1%+3.8%
30D-1.3%-2.4%+1.0%-0.8%
3M-21.8%+0.4%-22.2%-22.6%
6M+6.9%-9.5%+16.4%+8.2%
YTD+77.2%+0.5%+76.7%+74.2%
1Y+123.2%-1.1%+124.3%+119.7%
3Y+400.0%+46.0%+354.0%+341.6%
5Y+342.8%+51.8%+291.0%+285.9%
10Y+771.4%+307.5%+463.9%+505.6%
All+4,542.6%+26,336.4%-21,793.8%+1,967.9%

Cumulative growth

Daily Returns

Daily percentage return beside WM.

Daily Out/Under-Performance

Portfolio return minus WM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WM 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 WM 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