Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • RMBS vs WAB✓SelectedUSD · WABRMBS vs WAB performance historyLatest closeAs of+1.90%09/11
Stock and ETF performance explorer

RMBS vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+558.9%
WAB return
+296.8%
Excess return
+262.1%
Maximum drawdown
-53.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+1.9%+1.1%+0.8%+1.3%
7D+1.8%+0.1%+1.6%+1.7%
30D-13.9%-4.1%-9.8%-11.8%
3M-39.8%+8.2%-48.0%-42.7%
6M-6.0%+15.4%-21.4%-13.1%
YTD-5.4%+33.1%-38.5%-19.1%
1Y-1.8%+48.1%-49.9%-20.2%
3Y+53.7%+167.7%-114.1%-4.1%
5Y+268.5%+225.7%+42.8%+110.1%
All+558.9%+296.8%+262.1%+197.5%

Cumulative growth

Daily Returns

Daily percentage return beside WAB.

Daily Out/Under-Performance

Portfolio return minus WAB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAB 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 WAB 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