Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WDAY vs CRS✓SelectedUSD · CRSWDAY vs CRS performance historyLatest closeAs of-5.38%09/04
Stock and ETF performance explorer

WDAY vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+302.1%
CRS return
+1,050.6%
Excess return
-748.5%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-5.4%+1.7%-7.1%-5.7%
7D-4.4%-0.2%-4.1%-4.3%
30D+14.7%-16.6%+31.4%+18.8%
3M+32.4%-3.5%+35.8%+31.8%
6M+36.9%+15.4%+21.4%+29.7%
YTD-8.8%+51.2%-60.0%-19.2%
1Y-15.3%+98.3%-113.6%-30.2%
3Y-21.2%+651.5%-672.8%-54.4%
5Y-29.5%+1,411.1%-1,440.6%-67.0%
10Y+120.0%+1,424.3%-1,304.3%-11.4%
All+302.1%+1,050.6%-748.5%+80.0%

Cumulative growth

Daily Returns

Daily percentage return beside CRS.

Daily Out/Under-Performance

Portfolio return minus CRS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRS 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 CRS 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