Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NVDA vs WM✓SelectedUSD · WMNVDA vs WM performance historyLatest closeAs of+0.84%09/04
Stock and ETF performance explorer

NVDA vs WM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+613,227.2%
WM return
+677.2%
Excess return
+612,550.0%
Maximum drawdown
-89.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWMExcessAlpha
1D+0.8%-1.2%+2.1%+1.4%
7D+5.9%-0.3%+6.2%+6.0%
30D+5.1%-2.4%+7.5%+6.1%
3M+5.4%+0.4%+4.9%+4.2%
6M+26.0%-9.5%+35.5%+30.0%
YTD+23.7%+0.5%+23.2%+20.9%
1Y+34.4%-1.1%+35.5%+31.4%
3Y+375.8%+46.0%+329.8%+274.4%
5Y+911.8%+51.8%+859.9%+676.9%
10Y+14,899.8%+307.5%+14,592.3%+6,983.1%
All+613,227.2%+677.2%+612,550.0%+170,090.0%

Cumulative growth

Daily Returns

Daily percentage return beside WM.

Daily Out/Under-Performance

Portfolio return minus WM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WM 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 WM 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