Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WDC vs VICR✓SelectedUSD · VICRWDC vs VICR performance historyLatest closeAs of+2.14%09/08
Stock and ETF performance explorer

WDC vs VICR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,074.0%
VICR return
+12,339.4%
Excess return
+734.6%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVICRExcessAlpha
1D+2.1%+2.5%-0.4%+1.5%
7D+6.0%+9.8%-3.9%+3.5%
30D+9.9%-12.6%+22.5%+13.6%
3M-9.4%-29.7%+20.3%-0.8%
6M+94.7%+18.8%+75.9%+85.2%
YTD+177.4%+76.4%+101.0%+138.5%
1Y+412.6%+282.4%+130.2%+259.0%
3Y+1,359.8%+206.2%+1,153.6%+891.4%
5Y+992.6%+53.9%+938.7%+686.0%
10Y+1,245.5%+1,572.3%-326.8%+397.2%
All+13,074.0%+12,339.4%+734.6%+2,019.5%

Cumulative growth

Daily Returns

Daily percentage return beside VICR.

Daily Out/Under-Performance

Portfolio return minus VICR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VICR 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 VICR 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