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  • JPM vs WCN✓SelectedUSD · WCNJPM vs WCN performance historyLatest closeAs of-1.43%09/08
Stock and ETF performance explorer

JPM vs WCN

vs
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Portfolio return
+1,526.6%
WCN return
+6,767.3%
Excess return
-5,240.8%
Maximum drawdown
-74.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D-1.4%-1.0%-0.4%-1.1%
7D-0.4%-0.4%0.0%-0.3%
30D-1.1%-2.1%+1.0%-0.4%
3M+14.1%+6.4%+7.8%+11.4%
6M+23.3%-3.7%+27.0%+24.0%
YTD+11.3%-6.4%+17.6%+12.8%
1Y+23.0%-7.9%+30.9%+25.2%
3Y+162.6%+20.8%+141.8%+142.3%
5Y+152.8%+29.0%+123.8%+126.5%
10Y+583.6%+236.4%+347.3%+353.4%
All+1,526.6%+6,767.3%-5,240.8%+537.0%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling