Usually, FutureRel%Chg_D(21, #Bench) will cover the exact same date range from stock to stock and will cover the number of bars requested for any given stock.
There are two cases that cause this to not be the case:
- When a price history stops before another, (especially when the most recent trading date is a holiday in some countries,) is when you can see misalignment, but the result will still be based on 21 bars, never 5 weeks.
- Historical holidays, (i.e., those with subsequent price bars,) cause the end price used to be the one prior to the holiday, yielding a date range a bar or two shorter than expected.
Future _W is not recommended because it had an issue that couldn't be resolved and has been hidden from the reference accordingly.