Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MS vs WAB✓SelectedUSD · WABMS vs WAB performance historyLatest closeAs of+0.26%09/04
Stock and ETF performance explorer

MS vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,059.9%
WAB return
+4,092.2%
Excess return
-32.3%
Maximum drawdown
-88.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+0.3%+0.7%-0.5%-0.1%
7D+1.4%-3.2%+4.6%+3.0%
30D-0.3%-4.4%+4.2%+1.9%
3M+0.3%+7.9%-7.6%-3.9%
6M+31.3%+8.7%+22.6%+25.0%
YTD+24.7%+33.0%-8.3%+7.4%
1Y+47.9%+46.7%+1.3%+21.3%
3Y+178.3%+153.0%+25.3%+74.7%
5Y+144.9%+222.3%-77.4%+35.7%
10Y+804.5%+291.0%+513.6%+329.2%
All+4,059.9%+4,092.2%-32.3%+827.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling