Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NEM vs WBD✓SelectedUSD · WBDNEM vs WBD performance historyLatest closeAs of-2.00%09/10
Stock and ETF performance explorer

NEM vs WBD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+154.0%
WBD return
+5.3%
Excess return
+148.7%
Maximum drawdown
-62.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWBDExcessAlpha
1D-2.0%+1.0%-3.0%-2.1%
7D-3.3%-0.6%-2.7%-3.2%
30D+7.8%+4.2%+3.7%+7.4%
3M+36.3%+7.5%+28.7%+35.3%
6M+6.6%+1.6%+5.0%+6.4%
YTD+27.1%-2.2%+29.3%+27.3%
1Y+62.3%+124.9%-62.5%+49.2%
3Y+245.1%+149.1%+95.9%+205.3%
5Y+154.0%+7.8%+146.2%+125.2%
All+154.0%+5.3%+148.7%+125.2%

Cumulative growth

Daily Returns

Daily percentage return beside WBD.

Daily Out/Under-Performance

Portfolio return minus WBD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WBD 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 5y: compounded portfolio wealth divided by compounded WBD 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…

5y analysis · Full analysis span regression · 6 months rolling