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  • WPM vs CRL✓SelectedUSD · CRLWPM vs CRL performance historyLatest closeAs of-1.05%09/04
Stock and ETF performance explorer

WPM vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,928.6%
CRL return
+483.4%
Excess return
+5,445.2%
Maximum drawdown
-86.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-1.1%-1.7%+0.6%-0.7%
7D+1.1%-1.0%+2.1%+1.3%
30D+26.4%+10.7%+15.7%+23.7%
3M+20.8%+55.3%-34.5%+9.5%
6M+1.1%+60.7%-59.5%-9.7%
YTD+32.5%+44.6%-12.2%+20.7%
1Y+51.5%+77.7%-26.2%+31.0%
3Y+267.0%+37.6%+229.4%+219.9%
5Y+250.1%-35.8%+286.0%+262.8%
10Y+540.4%+241.7%+298.6%+268.4%
All+5,928.6%+483.4%+5,445.2%+2,232.8%

Cumulative growth

Daily Returns

Daily percentage return beside CRL.

Daily Out/Under-Performance

Portfolio return minus CRL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRL 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 CRL 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