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

CELH vs WCC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+107.3%
WCC return
+512.6%
Excess return
-405.3%
Maximum drawdown
-99.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWCCExcessAlpha
1D-6.5%-1.3%-5.2%-6.1%
7D-11.7%+6.8%-18.5%-13.4%
30D+1.6%-3.0%+4.6%+2.1%
3M-2.0%+0.2%-2.2%-3.4%
6M-36.2%+33.2%-69.3%-42.9%
YTD-39.6%+45.8%-85.4%-47.7%
1Y-50.7%+68.4%-119.1%-59.3%
3Y-58.9%+131.1%-190.0%-71.1%
5Y-5.4%+225.6%-231.0%-41.6%
10Y+3,848.6%+534.2%+3,314.4%+1,731.5%
All+107.3%+512.6%-405.3%+2.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling