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  • MU vs WAB✓SelectedUSD · WABMU vs WAB performance historyLatest closeAs of+2.75%09/09
Stock and ETF performance explorer

MU vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,169.9%
WAB return
+282.7%
Excess return
+5,887.2%
Maximum drawdown
-57.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+2.8%-1.4%+4.1%+3.6%
7D+7.5%+0.2%+7.3%+7.3%
30D+19.4%-4.6%+23.9%+22.8%
3M+9.8%+5.6%+4.2%+6.7%
6M+164.1%+13.8%+150.3%+145.2%
YTD+260.3%+31.9%+228.5%+206.5%
1Y+661.2%+48.3%+612.9%+505.2%
3Y+1,380.8%+167.1%+1,213.7%+765.6%
5Y+1,346.4%+222.9%+1,123.5%+665.5%
10Y+6,169.9%+289.9%+5,880.0%+2,578.4%
All+6,169.9%+282.7%+5,887.2%+2,578.4%

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