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  • WDC vs BG✓SelectedUSD · BGWDC vs BG performance historyLatest closeAs of+2.14%09/08
Stock and ETF performance explorer

WDC vs BG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+21,321.1%
BG return
+1,185.2%
Excess return
+20,135.9%
Maximum drawdown
-75.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBGExcessAlpha
1D+2.1%+4.4%-2.2%+0.3%
7D+6.0%+2.4%+3.6%+4.9%
30D+9.9%+15.0%-5.1%+3.7%
3M-9.4%-0.7%-8.7%-10.1%
6M+94.7%+7.5%+87.2%+87.0%
YTD+177.4%+41.6%+135.8%+137.9%
1Y+412.6%+50.7%+361.9%+325.6%
3Y+1,359.8%+20.3%+1,339.5%+1,188.2%
5Y+992.6%+85.2%+907.3%+673.4%
10Y+1,245.5%+160.6%+1,084.9%+671.7%
All+21,321.1%+1,185.2%+20,135.9%+6,363.3%

Cumulative growth

Daily Returns

Daily percentage return beside BG.

Daily Out/Under-Performance

Portfolio return minus BG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BG 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 BG 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