Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ELF vs WCN✓SelectedUSD · WCNELF vs WCN performance historyLatest closeAs of-4.89%09/08
Stock and ETF performance explorer

ELF vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+293.6%
WCN return
+248.2%
Excess return
+45.5%
Maximum drawdown
-77.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D-4.9%-1.0%-3.9%-4.4%
7D-1.2%-0.4%-0.7%-0.9%
30D+5.9%-2.1%+8.0%+7.1%
3M+99.5%+6.4%+93.1%+92.8%
6M+26.5%-3.7%+30.2%+28.0%
YTD+37.2%-6.4%+43.5%+40.3%
1Y-24.4%-7.9%-16.5%-22.2%
3Y-23.3%+20.8%-44.1%-34.7%
5Y+245.2%+29.0%+216.2%+181.1%
All+293.6%+248.2%+45.5%+102.8%

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