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  • CELH vs NWSA✓SelectedUSD · NWSACELH vs NWSA performance historyLatest closeAs of-6.50%09/09
Stock and ETF performance explorer

CELH vs NWSA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+33,068.1%
NWSA return
+122.3%
Excess return
+32,945.8%
Maximum drawdown
-77.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNWSAExcessAlpha
1D-6.5%-0.4%-6.1%-6.4%
7D-11.7%-3.1%-8.6%-10.6%
30D+1.6%+4.3%-2.7%0.0%
3M-2.0%+9.2%-11.2%-5.7%
6M-36.2%+21.6%-57.8%-41.3%
YTD-39.6%+14.2%-53.8%-43.3%
1Y-50.7%+1.8%-52.4%-51.8%
3Y-58.9%+44.4%-103.3%-65.2%
5Y-5.4%+41.0%-46.3%-19.3%
10Y+3,848.6%+150.0%+3,698.5%+2,675.9%
All+33,068.1%+122.3%+32,945.8%+26,124.1%

Cumulative growth

Daily Returns

Daily percentage return beside NWSA.

Daily Out/Under-Performance

Portfolio return minus NWSA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × NWSA 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 all: compounded portfolio wealth divided by compounded NWSA 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…

all analysis · Full analysis span regression · 6 months rolling