Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • JBL vs WWD✓SelectedUSD · WWDJBL vs WWD performance historyLatest closeAs of+5.05%09/11
Stock and ETF performance explorer

JBL vs WWD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,525.1%
WWD return
+498.2%
Excess return
+1,026.8%
Maximum drawdown
-57.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWWDExcessAlpha
1D+5.0%+1.4%+3.7%+4.3%
7D+2.4%-2.6%+5.0%+3.9%
30D-13.1%-6.9%-6.2%-9.8%
3M-15.6%-13.0%-2.5%-9.8%
6M+24.6%-12.5%+37.0%+32.5%
YTD+39.6%+11.8%+27.8%+29.8%
1Y+48.6%+41.1%+7.6%+21.4%
3Y+197.3%+163.1%+34.2%+70.5%
5Y+413.0%+187.6%+225.4%+171.7%
All+1,525.1%+498.2%+1,026.8%+509.7%

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