Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ODFL vs WAT✓SelectedUSD · WATODFL vs WAT performance historyLatest closeAs of+0.06%09/04
Stock and ETF performance explorer

ODFL vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+37,145.5%
WAT return
+10,816.8%
Excess return
+26,328.7%
Maximum drawdown
-56.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D+0.1%-1.0%+1.1%+0.3%
7D-6.3%-1.3%-5.0%-6.0%
30D-13.6%+2.3%-15.9%-14.1%
3M-24.2%+8.7%-32.9%-25.8%
6M-13.8%+28.3%-42.1%-19.3%
YTD+19.0%+7.8%+11.3%+16.1%
1Y+25.7%+36.6%-10.9%+15.6%
3Y-13.1%+45.7%-58.8%-22.3%
5Y+26.7%-3.3%+30.0%+23.7%
10Y+721.5%+162.1%+559.4%+542.0%
All+37,145.5%+10,816.8%+26,328.7%+22,075.6%

Cumulative growth

Daily Returns

Daily percentage return beside WAT.

Daily Out/Under-Performance

Portfolio return minus WAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAT 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 WAT 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