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  • PFE vs WSM✓SelectedUSD · WSMPFE vs WSM performance historyLatest closeAs of-1.25%09/04
Stock and ETF performance explorer

PFE vs WSM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,280.0%
WSM return
+34,755.7%
Excess return
-31,475.7%
Maximum drawdown
-69.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWSMExcessAlpha
1D-1.2%+2.1%-3.3%-1.5%
7D+1.8%-3.3%+5.0%+2.1%
30D+10.2%-8.4%+18.6%+11.2%
3M+12.7%+9.7%+3.0%+11.5%
6M+10.5%+16.7%-6.1%+8.5%
YTD+20.2%+28.7%-8.5%+16.6%
1Y+24.1%+13.7%+10.4%+21.9%
3Y-3.6%+230.1%-233.7%-16.9%
5Y-20.9%+179.0%-199.8%-32.1%
10Y+35.8%+1,002.5%-966.7%-3.9%
All+3,280.0%+34,755.7%-31,475.7%+1,433.9%

Cumulative growth

Daily Returns

Daily percentage return beside WSM.

Daily Out/Under-Performance

Portfolio return minus WSM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WSM 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 WSM 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