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  • WAB vs FLR✓SelectedUSD · FLRWAB vs FLR performance historyLatest closeAs of+0.72%09/04
Stock and ETF performance explorer

WAB vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,602.6%
FLR return
+603.8%
Excess return
+5,998.8%
Maximum drawdown
-64.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D+0.7%-2.3%+3.1%+1.5%
7D-3.2%+5.4%-8.6%-4.9%
30D-4.4%+11.4%-15.8%-8.6%
3M+7.9%+11.4%-3.5%+2.7%
6M+8.7%+16.6%-7.9%+1.1%
YTD+33.0%+41.7%-8.7%+15.6%
1Y+46.7%+35.4%+11.2%+28.4%
3Y+153.0%+57.3%+95.7%+99.2%
5Y+222.3%+241.0%-18.7%+86.9%
10Y+291.0%+16.6%+274.3%+157.7%
All+6,602.6%+603.8%+5,998.8%+2,678.3%

Cumulative growth

Daily Returns

Daily percentage return beside FLR.

Daily Out/Under-Performance

Portfolio return minus FLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FLR 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 FLR 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