Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PLTR vs WAT✓SelectedUSD · WATPLTR vs WAT performance historyLatest closeAs of-0.45%09/09
Stock and ETF performance explorer

PLTR vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,684.5%
WAT return
+108.5%
Excess return
+1,576.1%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D-0.5%+0.5%-0.9%-0.6%
7D0.0%-1.8%+1.8%+0.7%
30D-3.3%-1.7%-1.6%-2.7%
3M+28.4%+9.1%+19.3%+24.8%
6M+8.4%+32.4%-24.1%-1.5%
YTD-4.6%+6.6%-11.2%-7.6%
1Y+4.4%+34.7%-30.3%-7.9%
3Y+1,020.5%+53.6%+966.9%+754.1%
5Y+548.8%-4.1%+552.9%+466.6%
All+1,684.5%+108.5%+1,576.1%+1,473.3%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling