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  • TPR vs WCN✓SelectedUSD · WCNTPR vs WCN performance historyLatest closeAs of0.00%09/04
Stock and ETF performance explorer

TPR vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,716.4%
WCN return
+3,587.6%
Excess return
+4,128.9%
Maximum drawdown
-82.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D0.0%-1.2%+1.2%+0.6%
7D-2.3%-0.6%-1.7%-2.0%
30D-23.0%+0.4%-23.4%-23.2%
3M-12.5%+7.3%-19.8%-16.0%
6M-21.4%-2.5%-18.9%-21.3%
YTD-3.5%-5.4%+1.9%-2.2%
1Y+17.4%-8.5%+25.8%+20.8%
3Y+291.3%+20.8%+270.5%+240.1%
5Y+241.9%+30.0%+211.9%+181.7%
10Y+322.7%+238.4%+84.3%+115.3%
All+7,716.4%+3,587.6%+4,128.9%+1,363.9%

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