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

PLTR vs WY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+548.8%
WY return
-20.4%
Excess return
+569.2%
Maximum drawdown
-79.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWYExcessAlpha
1D-0.5%-0.4%0.0%-0.2%
7D0.0%-1.7%+1.7%+1.1%
30D-3.3%-9.9%+6.6%+3.1%
3M+28.4%-7.5%+35.9%+33.5%
6M+8.4%-5.1%+13.5%+9.2%
YTD-4.6%-2.1%-2.5%-7.0%
1Y+4.4%-7.3%+11.8%+4.9%
3Y+1,020.5%-22.6%+1,043.1%+1,143.2%
5Y+548.8%-19.8%+568.6%+636.1%
All+548.8%-20.4%+569.2%+636.1%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling