Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LITE vs WAB✓SelectedUSD · WABLITE vs WAB performance historyLatest closeAs of+4.00%09/04
Stock and ETF performance explorer

LITE vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,259.5%
WAB return
+288.1%
Excess return
+1,971.3%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+4.0%+0.7%+3.3%+3.6%
7D-1.5%-3.2%+1.7%+0.3%
30D+6.7%-4.4%+11.1%+9.4%
3M-6.8%+7.9%-14.6%-11.0%
6M+29.4%+8.7%+20.7%+23.7%
YTD+139.1%+33.0%+106.1%+104.8%
1Y+521.0%+46.7%+474.3%+407.0%
3Y+1,535.3%+153.0%+1,382.3%+955.7%
5Y+889.8%+222.3%+667.6%+468.0%
All+2,259.5%+288.1%+1,971.3%+999.0%

Cumulative growth

Daily Returns

Daily percentage return beside WAB.

Daily Out/Under-Performance

Portfolio return minus WAB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAB 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 WAB 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