Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WM vs APA✓SelectedUSD · APAWM vs APA performance historyLatest closeAs of-1.23%09/04
Stock and ETF performance explorer

WM vs APA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+26,336.4%
APA return
+815.8%
Excess return
+25,520.6%
Maximum drawdown
-77.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAPAExcessAlpha
1D-1.2%-3.2%+2.0%-0.9%
7D-0.3%+0.5%-0.8%-0.4%
30D-2.4%+23.4%-25.8%-4.8%
3M+0.4%+12.7%-12.3%-1.2%
6M-9.5%+39.4%-48.9%-13.3%
YTD+0.5%+79.0%-78.4%-6.6%
1Y-1.1%+88.8%-89.9%-9.0%
3Y+46.0%+6.4%+39.7%+40.4%
5Y+51.8%+153.0%-101.2%+27.0%
10Y+307.5%+7.5%+300.0%+229.4%
All+26,336.4%+815.8%+25,520.6%+16,136.5%

Cumulative growth

Daily Returns

Daily percentage return beside APA.

Daily Out/Under-Performance

Portfolio return minus APA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × APA 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 APA 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