Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MARA vs WBD✓SelectedUSD · WBDMARA vs WBD performance historyLatest closeAs of+4.81%09/11
Stock and ETF performance explorer

MARA vs WBD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-66.3%
WBD return
+6.4%
Excess return
-72.8%
Maximum drawdown
-95.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWBDExcessAlpha
1D+4.8%-0.6%+5.4%+5.1%
7D+5.9%-0.7%+6.7%+6.3%
30D+24.3%+1.4%+22.9%+23.2%
3M-12.0%+4.4%-16.4%-14.5%
6M+40.1%+0.8%+39.3%+39.1%
YTD+33.4%-2.7%+36.1%+34.7%
1Y-23.7%+73.4%-97.2%-44.4%
3Y+19.0%+142.1%-123.2%-36.5%
All-66.3%+6.4%-72.8%-71.7%

Cumulative growth

Daily Returns

Daily percentage return beside WBD.

Daily Out/Under-Performance

Portfolio return minus WBD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WBD 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 WBD 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