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

WDC vs DVA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10,099.2%
DVA return
+5,081.6%
Excess return
+5,017.6%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioDVAExcessAlpha
1D+2.1%-2.1%+4.3%+2.5%
7D+6.0%+2.2%+3.8%+5.6%
30D+9.9%-2.0%+12.0%+10.3%
3M-9.4%-6.3%-3.1%-8.7%
6M+94.7%+19.4%+75.3%+87.3%
YTD+177.4%+58.5%+118.9%+152.7%
1Y+412.6%+33.9%+378.7%+379.5%
3Y+1,359.8%+88.4%+1,271.3%+1,161.5%
5Y+992.6%+39.5%+953.1%+876.9%
10Y+1,245.5%+179.5%+1,066.0%+956.2%
All+10,099.2%+5,081.6%+5,017.6%+5,947.4%

Cumulative growth

Daily Returns

Daily percentage return beside DVA.

Daily Out/Under-Performance

Portfolio return minus DVA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DVA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DVA 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling