Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MU vs WDC✓SelectedUSD · WDCMU vs WDC performance historyLatest closeAs of+2.75%09/09
Stock and ETF performance explorer

MU vs WDC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,169.9%
WDC return
+1,272.9%
Excess return
+4,897.0%
Maximum drawdown
-57.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWDCExcessAlpha
1D+2.8%+1.0%+1.7%+2.0%
7D+7.5%+7.5%0.0%+1.9%
30D+19.4%+10.1%+9.3%+10.7%
3M+9.8%-6.8%+16.6%+12.2%
6M+164.1%+84.1%+80.0%+66.4%
YTD+260.3%+180.3%+80.1%+61.9%
1Y+661.2%+411.1%+250.1%+115.7%
3Y+1,380.8%+1,375.0%+5.8%+93.1%
5Y+1,346.4%+991.6%+354.8%+125.4%
10Y+6,169.9%+1,309.1%+4,860.8%+665.2%
All+6,169.9%+1,272.9%+4,897.0%+665.2%

Cumulative growth

Daily Returns

Daily percentage return beside WDC.

Daily Out/Under-Performance

Portfolio return minus WDC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WDC 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 WDC 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