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  • WELL vs DRI✓SelectedUSD · DRIWELL vs DRI performance historyLatest closeAs of-0.57%09/09
Stock and ETF performance explorer

WELL vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+356.5%
DRI return
+348.4%
Excess return
+8.1%
Maximum drawdown
-63.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-0.6%-1.6%+1.1%+0.2%
7D-1.1%-4.8%+3.7%+1.0%
30D+0.7%-3.9%+4.7%+2.3%
3M+14.5%+5.1%+9.4%+11.4%
6M+14.4%+5.5%+8.9%+10.6%
YTD+28.5%+16.5%+12.0%+18.2%
1Y+41.8%+2.0%+39.8%+37.7%
3Y+202.8%+54.5%+148.3%+133.3%
5Y+208.8%+66.6%+142.2%+121.0%
10Y+356.5%+353.6%+2.9%+115.7%
All+356.5%+348.4%+8.1%+115.7%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…

10y analysis · Full analysis span regression · 6 months rolling