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  • GWRE vs DAR✓SelectedUSD · DARGWRE vs DAR performance historyLatest closeAs of-4.99%09/09
Stock and ETF performance explorer

GWRE vs DAR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+730.8%
DAR return
+378.5%
Excess return
+352.4%
Maximum drawdown
-60.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDARExcessAlpha
1D-5.0%+0.6%-5.6%-5.1%
7D-26.2%-0.2%-26.0%-26.2%
30D-17.8%+7.4%-25.2%-19.2%
3M+14.2%+15.7%-1.4%+9.8%
6M-12.9%+30.0%-42.9%-18.6%
YTD-29.2%+87.5%-116.8%-39.3%
1Y-44.4%+113.4%-157.8%-54.0%
3Y+51.1%+15.3%+35.8%+39.6%
5Y+16.5%-4.3%+20.8%+9.3%
10Y+131.6%+380.2%-248.6%+22.7%
All+730.8%+378.5%+352.4%+367.1%

Cumulative growth

Daily Returns

Daily percentage return beside DAR.

Daily Out/Under-Performance

Portfolio return minus DAR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DAR 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 DAR 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