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

WDC vs IJR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,168.9%
IJR return
+1,130.2%
Excess return
+16,038.7%
Maximum drawdown
-75.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIJRExcessAlpha
1D+1.0%-1.1%+2.1%+2.3%
7D+7.5%-1.1%+8.6%+8.9%
30D+10.1%-3.6%+13.7%+15.1%
3M-6.8%+2.3%-9.1%-9.1%
6M+84.1%+14.3%+69.8%+58.7%
YTD+180.3%+19.3%+161.0%+130.9%
1Y+411.1%+22.6%+388.5%+307.4%
3Y+1,375.0%+53.5%+1,321.5%+783.9%
5Y+991.6%+39.9%+951.6%+640.0%
10Y+1,309.1%+172.1%+1,137.0%+341.1%
All+17,168.9%+1,130.2%+16,038.7%+566.7%

Cumulative growth

Daily Returns

Daily percentage return beside IJR.

Daily Out/Under-Performance

Portfolio return minus IJR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IJR 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 IJR 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