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  • CRM vs GWW✓SelectedUSD · GWWCRM vs GWW performance historyLatest closeAs of+1.94%09/11
Stock and ETF performance explorer

CRM vs GWW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,760.6%
GWW return
+3,192.0%
Excess return
+2,568.6%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWWExcessAlpha
1D+1.9%+0.7%+1.3%+1.6%
7D-4.4%-3.4%-1.1%-2.7%
30D+28.1%-1.9%+30.0%+29.3%
3M+48.8%-2.4%+51.2%+49.7%
6M+28.3%+15.7%+12.5%+16.5%
YTD-6.0%+27.6%-33.6%-19.9%
1Y+1.4%+27.2%-25.8%-13.7%
3Y+11.8%+89.7%-77.8%-25.2%
5Y-2.0%+223.9%-225.9%-52.7%
10Y+239.6%+567.1%-327.5%-7.4%
All+5,760.6%+3,192.0%+2,568.6%+346.9%

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