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  • GLW vs WPM✓SelectedUSD · WPMGLW vs WPM performance historyLatest closeAs of+1.51%09/09
Stock and ETF performance explorer

GLW vs WPM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+867.9%
WPM return
+523.6%
Excess return
+344.3%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWPMExcessAlpha
1D+1.5%+1.1%+0.4%+1.3%
7D+16.9%+3.9%+13.0%+16.1%
30D+7.0%+17.7%-10.7%+3.8%
3M-3.0%+39.4%-42.4%-8.6%
6M+31.0%+6.4%+24.6%+28.5%
YTD+93.4%+34.0%+59.4%+84.8%
1Y+134.7%+50.5%+84.2%+121.2%
3Y+471.8%+280.3%+191.5%+388.1%
5Y+394.5%+266.3%+128.1%+317.5%
10Y+867.9%+550.8%+317.1%+704.7%
All+867.9%+523.6%+344.3%+704.7%

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