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  • WPM vs INDA✓SelectedUSD · INDAWPM vs INDA performance historyLatest closeAs of+0.08%09/08
Stock and ETF performance explorer

WPM vs INDA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+420.7%
INDA return
+111.6%
Excess return
+309.1%
Maximum drawdown
-73.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioINDAExcessAlpha
1D+0.1%-1.6%+1.7%+0.7%
7D+7.0%-1.0%+8.0%+7.4%
30D+15.7%-2.5%+18.3%+17.0%
3M+35.2%+4.0%+31.2%+33.4%
6M+6.1%-1.8%+7.9%+7.3%
YTD+32.6%-9.2%+41.7%+37.9%
1Y+46.9%-7.2%+54.1%+51.6%
3Y+276.3%+9.8%+266.5%+264.5%
5Y+260.0%+7.5%+252.5%+250.0%
10Y+508.5%+80.8%+427.8%+374.7%
All+420.7%+111.6%+309.1%+273.5%

Cumulative growth

Daily Returns

Daily percentage return beside INDA.

Daily Out/Under-Performance

Portfolio return minus INDA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × INDA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded INDA 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling