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

WDC vs LNT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,845.4%
LNT return
+3,155.8%
Excess return
+14,689.6%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLNTExcessAlpha
1D+5.9%0.0%+5.9%+5.9%
7D+1.7%-0.1%+1.8%+1.8%
30D-10.0%-3.2%-6.8%-8.8%
3M-18.8%-4.1%-14.7%-18.1%
6M+79.0%-4.6%+83.6%+80.5%
YTD+171.6%+7.0%+164.6%+161.4%
1Y+417.4%+8.3%+409.1%+394.1%
3Y+1,251.8%+51.0%+1,200.8%+1,007.6%
5Y+911.7%+30.2%+881.5%+766.5%
10Y+1,399.6%+143.6%+1,256.0%+879.4%
All+17,845.4%+3,155.8%+14,689.6%+5,087.2%

Cumulative growth

Daily Returns

Daily percentage return beside LNT.

Daily Out/Under-Performance

Portfolio return minus LNT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × LNT 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 LNT 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