Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • META vs EW✓SelectedUSD · EWMETA vs EW performance historyLatest closeAs of-3.96%11/05
Stock and ETF performance explorer

META vs EW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,497.9%
EW return
+630.0%
Excess return
+867.9%
Maximum drawdown
-76.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEWExcessAlpha
1D-4.0%+1.5%-5.4%-4.4%
7D-3.1%+6.8%-9.9%-5.2%
30D-18.1%+16.6%-34.7%-22.3%
3M+2.9%+13.3%-10.5%-1.6%
6M+0.2%+21.6%-21.4%-6.7%
YTD-8.1%+18.3%-26.4%-13.9%
1Y-4.5%+21.7%-26.2%-11.4%
3Y+94.2%+50.3%+43.9%+60.7%
5Y+79.1%-15.0%+94.1%+77.7%
10Y+405.9%+237.5%+168.4%+255.5%
All+1,497.9%+630.0%+867.9%+761.3%

Cumulative growth

Daily Returns

Daily percentage return beside EW.

Daily Out/Under-Performance

Portfolio return minus EW return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EW 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 all: compounded portfolio wealth divided by compounded EW 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…

all analysis · Full analysis span regression · 6 months rolling