Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • OWL vs WY✓SelectedUSD · WYOWL vs WY performance historyLatest closeAs of-4.51%09/08
Stock and ETF performance explorer

OWL vs WY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+39.1%
WY return
-11.7%
Excess return
+50.8%
Maximum drawdown
-67.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWYExcessAlpha
1D-4.5%-1.4%-3.1%-3.8%
7D-3.9%-2.1%-1.9%-2.9%
30D-3.7%-10.5%+6.8%+1.8%
3M+21.4%-4.9%+26.3%+23.6%
6M+18.3%-4.9%+23.3%+20.0%
YTD-20.1%-1.7%-18.4%-21.0%
1Y-32.8%-9.4%-23.4%-30.7%
3Y+8.6%-22.3%+30.9%+19.2%
5Y-4.5%-20.5%+16.1%+9.5%
All+39.1%-11.7%+50.8%+52.6%

Cumulative growth

Daily Returns

Daily percentage return beside WY.

Daily Out/Under-Performance

Portfolio return minus WY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WY 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 WY 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