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

WDC vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,450.2%
WAB return
+4,092.2%
Excess return
+3,358.0%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+5.9%+0.7%+5.1%+5.5%
7D+1.7%-3.2%+4.9%+3.3%
30D-10.0%-4.4%-5.5%-8.0%
3M-18.8%+7.9%-26.6%-21.2%
6M+79.0%+8.7%+70.3%+73.5%
YTD+171.6%+33.0%+138.6%+141.1%
1Y+417.4%+46.7%+370.7%+340.7%
3Y+1,251.8%+153.0%+1,098.8%+813.4%
5Y+911.7%+222.3%+689.4%+519.7%
10Y+1,399.6%+291.0%+1,108.7%+708.5%
All+7,450.2%+4,092.2%+3,358.0%+1,424.0%

Cumulative growth

Daily Returns

Daily percentage return beside WAB.

Daily Out/Under-Performance

Portfolio return minus WAB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAB 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 WAB 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