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  • WBD vs JD✓SelectedUSD · JDWBD vs JD performance historyLatest closeAs of-0.57%09/11
Stock and ETF performance explorer

WBD vs JD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+11.4%
JD return
+20.6%
Excess return
-9.3%
Maximum drawdown
-91.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioJDExcessAlpha
1D-0.6%+0.1%-0.7%-0.6%
7D-0.7%-4.2%+3.5%+0.1%
30D+1.4%-14.4%+15.8%+4.4%
3M+4.4%-3.6%+8.0%+4.8%
6M+0.8%-0.3%+1.1%+0.2%
YTD-2.7%-2.4%-0.4%-3.1%
1Y+73.4%-18.5%+91.9%+78.2%
3Y+142.1%-7.0%+149.2%+133.9%
5Y+7.2%-61.7%+68.9%+16.5%
All+11.4%+20.6%-9.3%-4.1%

Cumulative growth

Daily Returns

Daily percentage return beside JD.

Daily Out/Under-Performance

Portfolio return minus JD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × JD 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 JD 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