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  • STRL vs WY✓SelectedUSD · WYSTRL vs WY performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs WY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+19,359.6%
WY return
+609.6%
Excess return
+18,750.0%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWYExcessAlpha
1D+5.8%+0.8%+4.9%+5.5%
7D+3.4%-1.7%+5.1%+4.0%
30D-9.2%-10.1%+0.9%-5.9%
3M-51.0%-5.1%-45.9%-50.6%
6M+15.8%-4.8%+20.5%+16.8%
YTD+58.9%-0.2%+59.1%+57.3%
1Y+68.5%-6.6%+75.1%+69.8%
3Y+485.2%-22.7%+508.0%+521.9%
5Y+2,005.1%-22.2%+2,027.3%+2,128.6%
10Y+7,118.0%+7.3%+7,110.7%+6,552.4%
All+19,359.6%+609.6%+18,750.0%+14,665.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling