Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MRVL vs WAB✓SelectedUSD · WABMRVL vs WAB performance historyLatest closeAs of-3.43%09/10
Stock and ETF performance explorer

MRVL vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,847.4%
WAB return
+292.7%
Excess return
+1,554.7%
Maximum drawdown
-61.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D-3.4%-0.1%-3.4%-3.4%
7D+8.7%-0.2%+8.9%+8.8%
30D+6.9%-5.9%+12.8%+10.8%
3M-10.1%+9.4%-19.5%-14.7%
6M+143.4%+13.8%+129.6%+127.5%
YTD+167.5%+31.8%+135.7%+129.2%
1Y+239.0%+48.5%+190.4%+172.2%
3Y+311.0%+167.0%+144.0%+154.4%
5Y+278.0%+222.3%+55.7%+119.5%
All+1,847.4%+292.7%+1,554.7%+859.8%

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