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  • PBR vs WAT✓SelectedUSD · WATPBR vs WAT performance historyLatest closeAs of-1.90%09/04
Stock and ETF performance explorer

PBR vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,573.8%
WAT return
+512.7%
Excess return
+1,061.1%
Maximum drawdown
-95.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D-1.9%-1.0%-0.9%-1.6%
7D+8.6%-1.3%+9.9%+9.0%
30D+12.8%+2.3%+10.5%+11.8%
3M+14.7%+8.7%+5.9%+10.8%
6M+25.2%+28.3%-3.1%+12.5%
YTD+77.1%+7.8%+69.4%+67.8%
1Y+69.6%+36.6%+33.0%+46.4%
3Y+95.6%+45.7%+49.9%+56.1%
5Y+501.8%-3.3%+505.1%+441.6%
10Y+640.6%+162.1%+478.5%+345.1%
All+1,573.8%+512.7%+1,061.1%+538.8%

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