Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WPM vs SM✓SelectedUSD · SMWPM vs SM performance historyLatest closeAs of+1.06%09/09
Stock and ETF performance explorer

WPM vs SM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+266.3%
SM return
+119.2%
Excess return
+147.1%
Maximum drawdown
-43.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioSMExcessAlpha
1D+1.1%+0.6%+0.5%+1.0%
7D+3.9%-0.2%+4.1%+3.9%
30D+17.7%+20.3%-2.6%+16.7%
3M+39.4%+22.9%+16.5%+37.8%
6M+6.4%+47.8%-41.4%+3.1%
YTD+34.0%+107.5%-73.5%+25.6%
1Y+50.5%+51.7%-1.2%+44.6%
3Y+280.3%-0.9%+281.2%+274.6%
5Y+266.3%+112.2%+154.1%+261.0%
All+266.3%+119.2%+147.1%+261.0%

Cumulative growth

Daily Returns

Daily percentage return beside SM.

Daily Out/Under-Performance

Portfolio return minus SM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SM 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 SM 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