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  • CCEP vs WAB✓SelectedUSD · WABCCEP vs WAB performance historyLatest closeAs of-2.56%09/09
Stock and ETF performance explorer

CCEP vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+238.1%
WAB return
+282.7%
Excess return
-44.5%
Maximum drawdown
-48.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D-2.6%-1.4%-1.2%-2.1%
7D-3.7%+0.2%-3.9%-3.7%
30D-2.1%-4.6%+2.5%-0.7%
3M+7.2%+5.6%+1.5%+4.7%
6M+3.3%+13.8%-10.5%-1.6%
YTD+15.7%+31.9%-16.2%+5.1%
1Y+16.6%+48.3%-31.7%+1.6%
3Y+84.3%+167.1%-82.9%+28.3%
5Y+109.0%+222.9%-113.9%+34.8%
10Y+238.1%+289.9%-51.8%+83.1%
All+238.1%+282.7%-44.5%+83.1%

Cumulative growth

Daily Returns

Daily percentage return beside WAB.

Daily Out/Under-Performance

Portfolio return minus WAB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAB 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 WAB 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