Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NCLH vs WCN✓SelectedUSD · WCNNCLH vs WCN performance historyLatest closeAs of-3.51%09/09
Stock and ETF performance explorer

NCLH vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-40.1%
WCN return
+681.5%
Excess return
-721.6%
Maximum drawdown
-87.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D-3.5%-1.2%-2.3%-2.8%
7D-4.6%-1.7%-2.9%-3.7%
30D-19.9%-3.0%-17.0%-18.5%
3M-22.0%+2.5%-24.5%-23.4%
6M-28.3%-5.7%-22.6%-26.7%
YTD-33.5%-7.4%-26.0%-31.7%
1Y-41.5%-8.6%-32.8%-39.6%
3Y-8.9%+19.4%-28.3%-23.2%
5Y-40.5%+27.2%-67.7%-52.5%
10Y-57.0%+238.5%-295.5%-79.1%
All-40.1%+681.5%-721.6%-78.4%

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