Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CDE vs W✓SelectedUSD · WCDE vs W performance historyLatest closeAs of+1.18%09/11
Stock and ETF performance explorer

CDE vs W

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+56.1%
W return
+158.6%
Excess return
-102.5%
Maximum drawdown
-84.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWExcessAlpha
1D+1.2%+1.1%0.0%+1.0%
7D-3.1%-0.9%-2.2%-2.9%
30D+9.5%-4.2%+13.7%+10.5%
3M+25.5%+26.9%-1.4%+18.5%
6M-7.9%+31.2%-39.1%-13.9%
YTD+15.6%-1.8%+17.4%+13.4%
1Y+34.0%+9.3%+24.7%+28.3%
3Y+791.9%+33.2%+758.7%+670.5%
5Y+197.7%-62.4%+260.1%+174.8%
All+56.1%+158.6%-102.5%-6.0%

Cumulative growth

Daily Returns

Daily percentage return beside W.

Daily Out/Under-Performance

Portfolio return minus W return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × W 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 W 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