Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WDC vs GD✓SelectedUSD · GDWDC vs GD performance historyLatest closeAs of+5.86%09/04
Stock and ETF performance explorer

WDC vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+928.6%
GD return
+97.9%
Excess return
+830.7%
Maximum drawdown
-55.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
1D+5.9%-1.8%+7.6%+6.6%
7D+1.7%-5.3%+7.0%+4.1%
30D-10.0%-6.4%-3.5%-7.5%
3M-18.8%+5.7%-24.5%-21.7%
6M+79.0%-0.9%+80.0%+77.7%
YTD+171.6%+8.2%+163.4%+157.0%
1Y+417.4%+13.4%+404.0%+376.8%
3Y+1,251.8%+68.5%+1,183.3%+891.9%
All+928.6%+97.9%+830.7%+581.7%

Cumulative growth

Daily Returns

Daily percentage return beside GD.

Daily Out/Under-Performance

Portfolio return minus GD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GD 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 5y: compounded portfolio wealth divided by compounded GD 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…

5y analysis · Full analysis span regression · 6 months rolling