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  • WDC vs ECL✓SelectedUSD · ECLWDC vs ECL performance historyLatest closeAs of+1.04%09/09
Stock and ETF performance explorer

WDC vs ECL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,309.1%
ECL return
+149.7%
Excess return
+1,159.4%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioECLExcessAlpha
1D+1.0%-2.1%+3.2%+2.4%
7D+7.5%-2.7%+10.2%+9.4%
30D+10.1%-4.3%+14.3%+12.7%
3M-6.8%+3.2%-10.0%-10.4%
6M+84.1%-2.9%+87.0%+83.7%
YTD+180.3%+4.3%+176.0%+165.9%
1Y+411.1%+1.6%+409.4%+388.0%
3Y+1,375.0%+54.3%+1,320.7%+916.1%
5Y+991.6%+26.5%+965.1%+753.4%
10Y+1,309.1%+155.6%+1,153.5%+585.7%
All+1,309.1%+149.7%+1,159.4%+585.7%

Cumulative growth

Daily Returns

Daily percentage return beside ECL.

Daily Out/Under-Performance

Portfolio return minus ECL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ECL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ECL 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling