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  • WELL vs DG✓SelectedUSD · DGWELL vs DG performance historyLatest closeAs of+0.46%09/08
Stock and ETF performance explorer

WELL vs DG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+211.0%
DG return
-37.3%
Excess return
+248.2%
Maximum drawdown
-40.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDGExcessAlpha
1D+0.5%-4.0%+4.5%+0.7%
7D-1.3%-2.5%+1.1%-1.2%
30D+0.5%+1.0%-0.5%+0.4%
3M+19.1%+20.3%-1.2%+18.0%
6M+17.0%-11.7%+28.7%+17.6%
YTD+29.2%-2.3%+31.5%+29.1%
1Y+42.1%+20.0%+22.1%+40.2%
3Y+204.5%+7.2%+197.3%+200.2%
5Y+211.0%-37.9%+248.9%+226.5%
All+211.0%-37.3%+248.2%+226.5%

Cumulative growth

Daily Returns

Daily percentage return beside DG.

Daily Out/Under-Performance

Portfolio return minus DG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DG 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 DG 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