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  • UMC vs WCN✓SelectedUSD · WCNUMC vs WCN performance historyLatest closeAs of+5.06%09/08
Stock and ETF performance explorer

UMC vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+260.9%
WCN return
+3,896.9%
Excess return
-3,635.9%
Maximum drawdown
-89.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D+5.1%-1.0%+6.1%+5.5%
7D+6.6%-0.4%+7.0%+6.7%
30D+16.6%-2.1%+18.7%+17.5%
3M+11.0%+6.4%+4.6%+6.4%
6M+131.3%-3.7%+135.0%+129.9%
YTD+182.5%-6.4%+188.8%+182.8%
1Y+222.3%-7.9%+230.2%+224.0%
3Y+253.0%+20.8%+232.2%+205.4%
5Y+141.8%+29.0%+112.9%+100.6%
10Y+1,772.2%+236.4%+1,535.9%+817.9%
All+260.9%+3,896.9%-3,635.9%-48.2%

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