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  • FLR vs WCN✓SelectedUSD · WCNFLR vs WCN performance historyLatest closeAs of+0.82%09/08
Stock and ETF performance explorer

FLR vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+451.9%
WCN return
+3,734.6%
Excess return
-3,282.7%
Maximum drawdown
-95.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D+0.8%-1.0%+1.9%+1.3%
7D+0.7%-0.4%+1.1%+0.9%
30D-0.7%-2.1%+1.5%+0.3%
3M+14.3%+6.4%+8.0%+9.7%
6M+25.6%-3.7%+29.3%+25.7%
YTD+42.9%-6.4%+49.2%+44.7%
1Y+38.7%-7.9%+46.7%+41.2%
3Y+61.8%+20.8%+41.0%+41.3%
5Y+254.1%+29.0%+225.1%+195.7%
10Y+20.0%+236.4%-216.3%-38.6%
All+451.9%+3,734.6%-3,282.7%+22.6%

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