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

PBR vs WST

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,573.8%
WST return
+8,645.2%
Excess return
-7,071.4%
Maximum drawdown
-95.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWSTExcessAlpha
1D-1.9%-0.8%-1.1%-1.6%
7D+8.6%+0.7%+7.8%+8.3%
30D+12.8%-3.1%+15.9%+13.9%
3M+14.7%+7.2%+7.5%+11.6%
6M+25.2%+36.8%-11.6%+11.5%
YTD+77.1%+23.8%+53.3%+62.2%
1Y+69.6%+37.8%+31.8%+48.6%
3Y+95.6%-15.9%+111.5%+84.3%
5Y+501.8%-25.8%+527.6%+465.0%
10Y+640.6%+319.6%+321.0%+178.3%
All+1,573.8%+8,645.2%-7,071.4%+43.0%

Cumulative growth

Daily Returns

Daily percentage return beside WST.

Daily Out/Under-Performance

Portfolio return minus WST return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WST 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 WST 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