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  • WDAY vs PWR✓SelectedUSD · PWRWDAY vs PWR performance historyLatest closeAs of-5.38%09/04
Stock and ETF performance explorer

WDAY vs PWR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+302.1%
PWR return
+2,536.8%
Excess return
-2,234.7%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPWRExcessAlpha
1D-5.4%+0.7%-6.1%-5.6%
7D-4.4%+3.6%-8.0%-5.2%
30D+14.7%-8.6%+23.3%+17.0%
3M+32.4%-13.2%+45.5%+34.7%
6M+36.9%+9.9%+27.0%+26.7%
YTD-8.8%+48.0%-56.9%-24.5%
1Y-15.3%+66.2%-81.5%-33.1%
3Y-21.2%+195.1%-216.3%-52.1%
5Y-29.5%+442.6%-472.1%-66.7%
10Y+120.0%+2,334.2%-2,214.2%-43.7%
All+302.1%+2,536.8%-2,234.7%+10.2%

Cumulative growth

Daily Returns

Daily percentage return beside PWR.

Daily Out/Under-Performance

Portfolio return minus PWR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PWR 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 PWR 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