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  • KLAC vs GWW✓SelectedUSD · GWWKLAC vs GWW performance historyLatest closeAs of-3.21%09/09
Stock and ETF performance explorer

KLAC vs GWW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+154,996.0%
GWW return
+13,989.5%
Excess return
+141,006.5%
Maximum drawdown
-83.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWWExcessAlpha
1D-3.2%-0.8%-2.4%-2.8%
7D+6.2%-0.5%+6.7%+6.4%
30D-5.0%-1.4%-3.6%-4.3%
3M-14.4%-3.6%-10.8%-12.8%
6M+28.3%+15.1%+13.2%+18.7%
YTD+51.1%+27.5%+23.6%+31.8%
1Y+100.4%+29.6%+70.8%+72.9%
3Y+276.3%+90.1%+186.3%+161.6%
5Y+452.1%+222.6%+229.5%+185.6%
10Y+2,986.0%+566.5%+2,419.5%+917.4%
All+154,996.0%+13,989.5%+141,006.5%+12,780.3%

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