Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FIX vs GWW✓SelectedUSD · GWWFIX vs GWW performance historyLatest closeAs of+1.91%09/04
Stock and ETF performance explorer

FIX vs GWW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,105.4%
GWW return
+224.0%
Excess return
+1,881.4%
Maximum drawdown
-46.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGWWExcessAlpha
1D+1.9%+0.9%+1.0%+1.3%
7D+6.0%+1.4%+4.6%+5.0%
30D-7.2%+3.3%-10.5%-9.3%
3M-15.9%+2.9%-18.8%-17.7%
6M+12.7%+15.8%-3.0%+1.4%
YTD+72.8%+32.0%+40.8%+40.2%
1Y+122.9%+29.9%+93.0%+82.6%
3Y+774.3%+91.1%+683.2%+442.6%
All+2,105.4%+224.0%+1,881.4%+811.7%

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 5y: 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…

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