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  • WDC vs BP✓SelectedUSD · BPWDC vs BP performance historyLatest closeAs of+1.04%09/09
Stock and ETF performance explorer

WDC vs BP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,309.1%
BP return
+132.0%
Excess return
+1,177.1%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBPExcessAlpha
1D+1.0%+1.8%-0.7%+0.1%
7D+7.5%+4.0%+3.5%+5.3%
30D+10.1%+7.8%+2.2%+5.5%
3M-6.8%+8.4%-15.2%-11.6%
6M+84.1%+15.1%+69.1%+66.6%
YTD+180.3%+36.4%+143.8%+129.3%
1Y+411.1%+40.9%+370.2%+307.1%
3Y+1,375.0%+38.8%+1,336.2%+1,059.7%
5Y+991.6%+141.1%+850.5%+486.2%
10Y+1,309.1%+133.9%+1,175.2%+701.4%
All+1,309.1%+132.0%+1,177.1%+701.4%

Cumulative growth

Daily Returns

Daily percentage return beside BP.

Daily Out/Under-Performance

Portfolio return minus BP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BP 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 BP 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