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  • IRM vs WCN✓SelectedUSD · WCNIRM vs WCN performance historyLatest closeAs of+1.64%09/04
Stock and ETF performance explorer

IRM vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,034.0%
WCN return
+6,839.3%
Excess return
-2,805.4%
Maximum drawdown
-55.7%

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%+2.8%+1.9%
7D-0.5%-0.6%+0.2%-0.3%
30D-8.1%+0.4%-8.5%-8.2%
3M-9.7%+7.3%-17.0%-11.5%
6M+10.0%-2.5%+12.5%+10.1%
YTD+43.0%-5.4%+48.4%+43.7%
1Y+32.7%-8.5%+41.1%+34.3%
3Y+102.7%+20.8%+81.9%+91.3%
5Y+187.6%+30.0%+157.5%+166.7%
10Y+420.1%+238.4%+181.7%+293.0%
All+4,034.0%+6,839.3%-2,805.4%+1,967.2%

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