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  • WDC vs DLR✓SelectedUSD · DLRWDC vs DLR performance historyLatest closeAs of+5.86%09/04
Stock and ETF performance explorer

WDC vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,190.5%
DLR return
+3,595.6%
Excess return
+5,594.8%
Maximum drawdown
-75.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D+5.9%+0.3%+5.5%+5.7%
7D+1.7%+1.6%+0.2%+1.0%
30D-10.0%-3.4%-6.6%-8.4%
3M-18.8%+0.5%-19.3%-19.3%
6M+79.0%+4.6%+74.5%+75.1%
YTD+171.6%+23.4%+148.1%+146.7%
1Y+417.4%+19.0%+398.4%+376.2%
3Y+1,251.8%+56.5%+1,195.3%+992.8%
5Y+911.7%+33.3%+878.4%+755.6%
10Y+1,399.6%+165.1%+1,234.5%+786.5%
All+9,190.5%+3,595.6%+5,594.8%+1,950.1%

Cumulative growth

Daily Returns

Daily percentage return beside DLR.

Daily Out/Under-Performance

Portfolio return minus DLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLR 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 DLR 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