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  • CFG vs WCN✓SelectedUSD · WCNCFG vs WCN performance historyLatest closeAs of-0.89%09/09
Stock and ETF performance explorer

CFG vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+306.8%
WCN return
+235.4%
Excess return
+71.4%
Maximum drawdown
-65.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D-0.9%-1.2%+0.3%-0.2%
7D-0.6%-1.7%+1.1%+0.4%
30D-4.5%-3.0%-1.6%-3.0%
3M+6.3%+2.5%+3.8%+4.2%
6M+20.6%-5.7%+26.3%+23.3%
YTD+21.2%-7.4%+28.7%+24.9%
1Y+38.2%-8.6%+46.8%+43.0%
3Y+185.9%+19.4%+166.5%+140.0%
5Y+97.0%+27.2%+69.8%+53.3%
10Y+306.8%+238.5%+68.3%+92.4%
All+306.8%+235.4%+71.4%+92.4%

Cumulative growth

Daily Returns

Daily percentage return beside WCN.

Daily Out/Under-Performance

Portfolio return minus WCN return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WCN 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 WCN 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