Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • STLD vs WCN✓SelectedUSD · WCNSTLD vs WCN performance historyLatest closeAs of+0.16%09/09
Stock and ETF performance explorer

STLD vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,122.7%
WCN return
+235.4%
Excess return
+887.3%
Maximum drawdown
-68.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D+0.2%-1.2%+1.3%+0.7%
7D-2.8%-1.7%-1.1%-2.0%
30D-10.4%-3.0%-7.4%-9.2%
3M-10.6%+2.5%-13.1%-12.3%
6M+32.7%-5.7%+38.4%+35.1%
YTD+42.8%-7.4%+50.3%+46.4%
1Y+86.9%-8.6%+95.6%+92.0%
3Y+143.8%+19.4%+124.4%+106.3%
5Y+293.5%+27.2%+266.3%+213.7%
10Y+1,122.7%+238.5%+884.1%+490.7%
All+1,122.7%+235.4%+887.3%+490.7%

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