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  • WDC vs WY✓SelectedUSD · WYWDC vs WY performance historyLatest closeAs of+2.10%09/08
Stock and ETF performance explorer

WDC vs WY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+18,223.1%
WY return
+676.8%
Excess return
+17,546.3%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWYExcessAlpha
1D+2.1%-1.4%+3.5%+2.8%
7D+6.0%-2.1%+8.0%+7.0%
30D+9.9%-10.5%+20.4%+15.3%
3M-9.4%-4.9%-4.6%-8.6%
6M+94.7%-4.9%+99.6%+96.1%
YTD+177.3%-1.7%+178.9%+174.2%
1Y+412.4%-9.4%+421.8%+423.2%
3Y+1,359.3%-22.3%+1,381.6%+1,470.5%
5Y+992.2%-20.5%+1,012.7%+1,069.7%
10Y+1,245.1%+4.9%+1,240.1%+1,142.1%
All+18,223.1%+676.8%+17,546.3%+6,134.1%

Cumulative growth

Daily Returns

Daily percentage return beside WY.

Daily Out/Under-Performance

Portfolio return minus WY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WY 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 WY 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