Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • BR vs WCC✓SelectedUSD · WCCBR vs WCC performance historyLatest closeAs of+0.08%09/10
Stock and ETF performance explorer

BR vs WCC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+187.9%
WCC return
+518.6%
Excess return
-330.7%
Maximum drawdown
-48.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWCCExcessAlpha
1D+0.1%-3.2%+3.3%+0.6%
7D-6.0%+1.7%-7.6%-6.3%
30D-0.9%-6.1%+5.2%0.0%
3M+16.4%+3.1%+13.3%+14.8%
6M-8.2%+28.2%-36.4%-13.9%
YTD-23.2%+41.1%-64.3%-29.8%
1Y-30.9%+61.3%-92.2%-38.8%
3Y-5.0%+123.6%-128.6%-24.5%
5Y+8.8%+214.8%-206.0%-22.3%
All+187.9%+518.6%-330.7%+70.9%

Cumulative growth

Daily Returns

Daily percentage return beside WCC.

Daily Out/Under-Performance

Portfolio return minus WCC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…

10y analysis · Full analysis span regression · 6 months rolling