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  • MAR vs W✓SelectedUSD · WMAR vs W performance historyLatest closeAs of-2.29%09/08
Stock and ETF performance explorer

MAR vs W

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+156.4%
W return
-63.0%
Excess return
+219.3%
Maximum drawdown
-30.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWExcessAlpha
1D-2.3%+0.5%-2.8%-2.4%
7D-1.7%+6.5%-8.2%-2.5%
30D-6.9%-6.2%-0.7%-6.2%
3M-15.8%+48.9%-64.7%-21.2%
6M+1.9%+31.2%-29.2%-3.5%
YTD+6.6%-0.4%+7.0%+4.2%
1Y+23.7%+14.8%+8.8%+17.7%
3Y+64.6%+40.5%+24.1%+42.9%
5Y+156.4%-62.1%+218.5%+120.9%
All+156.4%-63.0%+219.3%+120.9%

Cumulative growth

Daily Returns

Daily percentage return beside W.

Daily Out/Under-Performance

Portfolio return minus W return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × W 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 5y: compounded portfolio wealth divided by compounded W 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…

5y analysis · Full analysis span regression · 6 months rolling