Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WFC vs DRI✓SelectedUSD · DRIWFC vs DRI performance historyLatest closeAs of-2.23%09/08
Stock and ETF performance explorer

WFC vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+126.7%
DRI return
+70.3%
Excess return
+56.4%
Maximum drawdown
-37.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-2.2%-1.8%-0.4%-1.5%
7D+1.1%-1.2%+2.3%+1.5%
30D+0.8%-0.4%+1.2%+0.9%
3M+9.3%+9.5%-0.2%+5.0%
6M+10.6%+6.5%+4.2%+7.1%
YTD-4.1%+18.4%-22.5%-11.6%
1Y+13.6%+4.2%+9.4%+10.0%
3Y+130.7%+57.1%+73.7%+82.4%
5Y+126.7%+70.4%+56.3%+67.8%
All+126.7%+70.3%+56.4%+67.8%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling