Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WMB vs RUN✓SelectedUSD · RUNWMB vs RUN performance historyLatest closeAs of+3.70%11/09
Stock and ETF performance explorer

WMB vs RUN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+151.2%
RUN return
-25.4%
Excess return
+176.6%
Maximum drawdown
-78.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRUNExcessAlpha
1D+3.7%-2.4%+6.1%+3.9%
7D-6.7%+18.1%-24.7%-7.9%
30D-8.6%+27.5%-36.0%-10.4%
3M-4.9%-4.5%-0.4%-5.0%
6M-6.3%-33.3%+27.0%-4.4%
YTD+13.0%-47.1%+60.0%+15.7%
1Y+14.9%-43.1%+58.1%+16.8%
3Y+113.4%-3.0%+116.4%+85.3%
5Y+190.2%-82.6%+272.8%+186.6%
10Y+259.9%+103.3%+156.5%+140.6%
All+151.2%-25.4%+176.6%+79.5%

Cumulative growth

Daily Returns

Daily percentage return beside RUN.

Daily Out/Under-Performance

Portfolio return minus RUN return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RUN 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 RUN 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