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  • CMCSA vs GWW✓SelectedUSD · GWWCMCSA vs GWW performance historyLatest closeAs of-0.60%09/04
Stock and ETF performance explorer

CMCSA vs GWW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,236.9%
GWW return
+14,492.5%
Excess return
-12,255.6%
Maximum drawdown
-67.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWWExcessAlpha
1D-0.6%+0.9%-1.5%-0.9%
7D-2.1%+1.4%-3.5%-2.7%
30D+7.0%+3.3%+3.8%+5.6%
3M+15.1%+2.9%+12.2%+13.4%
6M-15.4%+15.8%-31.1%-20.6%
YTD-1.9%+32.0%-33.9%-12.8%
1Y-12.7%+29.9%-42.6%-22.0%
3Y-31.0%+91.1%-122.1%-47.9%
5Y-46.1%+223.9%-270.0%-67.8%
10Y+10.8%+567.0%-556.2%-54.3%
All+2,236.9%+14,492.5%-12,255.6%+145.9%

Cumulative growth

Daily Returns

Daily percentage return beside GWW.

Daily Out/Under-Performance

Portfolio return minus GWW return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GWW 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 GWW 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