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  • WDAY vs CCL✓SelectedUSD · CCLWDAY vs CCL performance historyLatest closeAs of-0.12%09/09
Stock and ETF performance explorer

WDAY vs CCL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-31.1%
CCL return
+1.3%
Excess return
-32.4%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCCLExcessAlpha
1D-0.1%-2.2%+2.0%+0.4%
7D-7.4%-4.4%-3.0%-6.4%
30D+1.0%-18.2%+19.2%+5.8%
3M+32.7%-17.7%+50.4%+38.3%
6M+25.6%-13.0%+38.6%+27.6%
YTD-13.4%-24.5%+11.1%-9.4%
1Y-19.4%-26.9%+7.6%-15.4%
3Y-25.8%+50.8%-76.5%-37.9%
5Y-31.1%-0.9%-30.2%-45.2%
All-31.1%+1.3%-32.4%-45.2%

Cumulative growth

Daily Returns

Daily percentage return beside CCL.

Daily Out/Under-Performance

Portfolio return minus CCL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CCL 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 5y: compounded portfolio wealth divided by compounded CCL 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…

5y analysis · Full analysis span regression · 6 months rolling