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

WDC vs PR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+928.6%
PR return
+433.6%
Excess return
+495.0%
Maximum drawdown
-55.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioPRExcessAlpha
1D+5.9%-1.6%+7.5%+6.3%
7D+1.7%+2.9%-1.2%+1.0%
30D-10.0%+18.0%-28.0%-14.0%
3M-18.8%+16.9%-35.6%-22.3%
6M+79.0%+28.2%+50.8%+65.7%
YTD+171.6%+69.3%+102.2%+132.4%
1Y+417.4%+69.5%+347.9%+339.8%
3Y+1,251.8%+81.7%+1,170.1%+1,006.4%
All+928.6%+433.6%+495.0%+527.2%

Cumulative growth

Daily Returns

Daily percentage return beside PR.

Daily Out/Under-Performance

Portfolio return minus PR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PR 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 PR 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