Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CG vs WCN✓SelectedUSD · WCNCG vs WCN performance historyLatest closeAs of-1.63%09/04
Stock and ETF performance explorer

CG vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+350.2%
WCN return
+772.3%
Excess return
-422.2%
Maximum drawdown
-62.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D-1.6%-1.2%-0.5%-1.0%
7D-4.3%-0.6%-3.7%-4.0%
30D-5.1%+0.4%-5.5%-5.3%
3M+8.7%+7.3%+1.4%+3.8%
6M-9.2%-2.5%-6.7%-9.2%
YTD-18.9%-5.4%-13.5%-17.8%
1Y-25.6%-8.5%-17.2%-23.4%
3Y+57.3%+20.8%+36.5%+33.9%
5Y+10.2%+30.0%-19.9%-10.8%
10Y+364.2%+238.4%+125.8%+132.2%
All+350.2%+772.3%-422.2%+56.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling