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

WDC vs JD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,245.5%
JD return
+18.8%
Excess return
+1,226.7%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioJDExcessAlpha
1D+2.1%-2.1%+4.2%+2.7%
7D+6.0%-0.8%+6.8%+6.2%
30D+9.9%-16.0%+26.0%+15.0%
3M-9.4%-3.2%-6.2%-9.3%
6M+94.7%+6.1%+88.7%+89.1%
YTD+177.4%-0.1%+177.5%+173.8%
1Y+412.6%-12.7%+425.3%+424.9%
3Y+1,359.8%-6.3%+1,366.1%+1,279.9%
5Y+992.6%-61.3%+1,053.9%+1,149.7%
10Y+1,245.5%+17.6%+1,227.9%+748.3%
All+1,245.5%+18.8%+1,226.7%+748.3%

Cumulative growth

Daily Returns

Daily percentage return beside JD.

Daily Out/Under-Performance

Portfolio return minus JD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × JD 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 JD 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