Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CME vs WCN✓SelectedUSD · WCNCME vs WCN performance historyLatest closeAs of-0.27%09/04
Stock and ETF performance explorer

CME vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,781.2%
WCN return
+2,437.6%
Excess return
+4,343.5%
Maximum drawdown
-77.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D-0.3%-1.2%+0.9%+0.4%
7D-1.6%-0.6%-0.9%-1.2%
30D+6.2%+0.4%+5.8%+5.9%
3M+10.4%+7.3%+3.1%+5.5%
6M-9.5%-2.5%-7.0%-9.0%
YTD+6.0%-5.4%+11.4%+7.9%
1Y+9.3%-8.5%+17.7%+13.0%
3Y+57.7%+20.8%+36.9%+35.8%
5Y+77.7%+30.0%+47.7%+43.8%
10Y+281.2%+238.4%+42.8%+71.7%
All+6,781.2%+2,437.6%+4,343.5%+1,034.7%

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