Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WAB vs BG✓SelectedUSD · BGWAB vs BG performance historyLatest closeAs of-0.07%09/10
Stock and ETF performance explorer

WAB vs BG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+222.3%
BG return
+88.4%
Excess return
+133.9%
Maximum drawdown
-23.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioBGExcessAlpha
1D-0.1%+0.9%-1.0%-0.3%
7D-0.2%+3.7%-3.9%-1.0%
30D-5.9%+12.3%-18.2%-8.3%
3M+9.4%-2.2%+11.6%+9.6%
6M+13.8%+5.3%+8.5%+11.8%
YTD+31.8%+42.4%-10.6%+20.3%
1Y+48.5%+55.2%-6.7%+32.2%
3Y+167.0%+21.0%+146.0%+149.0%
5Y+222.3%+87.1%+135.2%+145.0%
All+222.3%+88.4%+133.9%+145.0%

Cumulative growth

Daily Returns

Daily percentage return beside BG.

Daily Out/Under-Performance

Portfolio return minus BG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BG 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 BG 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