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  • WDAY vs GM✓SelectedUSD · GMWDAY vs GM performance historyLatest closeAs of-0.52%09/10
Stock and ETF performance explorer

WDAY vs GM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-30.8%
GM return
+84.5%
Excess return
-115.3%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGMExcessAlpha
1D-0.5%+2.8%-3.3%-1.3%
7D-10.5%-1.1%-9.5%-10.3%
30D+2.1%-3.4%+5.5%+3.1%
3M+34.6%+8.7%+26.0%+31.3%
6M+29.9%+15.4%+14.5%+23.3%
YTD-13.8%+6.6%-20.4%-16.4%
1Y-18.3%+51.5%-69.8%-29.8%
3Y-26.2%+169.3%-195.5%-50.8%
5Y-30.8%+81.6%-112.4%-51.6%
All-30.8%+84.5%-115.3%-51.6%

Cumulative growth

Daily Returns

Daily percentage return beside GM.

Daily Out/Under-Performance

Portfolio return minus GM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GM 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 GM 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