Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NWSA vs GWRE✓SelectedUSD · GWRENWSA vs GWRE performance historyLatest closeAs of-0.78%09/10
Stock and ETF performance explorer

NWSA vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+113.3%
GWRE return
+226.3%
Excess return
-113.0%
Maximum drawdown
-51.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D-0.8%-1.5%+0.7%-0.4%
7D-4.8%-30.9%+26.2%+4.6%
30D+3.0%-20.7%+23.7%+8.5%
3M+9.3%+20.2%-10.9%+1.8%
6M+23.2%-11.9%+35.0%+22.9%
YTD+13.3%-30.3%+43.6%+20.4%
1Y+2.9%-44.6%+47.5%+16.9%
3Y+43.3%+48.8%-5.5%+13.4%
5Y+40.9%+14.8%+26.1%+17.4%
10Y+148.1%+128.1%+20.0%+59.2%
All+113.3%+226.3%-113.0%+35.3%

Cumulative growth

Daily Returns

Daily percentage return beside GWRE.

Daily Out/Under-Performance

Portfolio return minus GWRE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GWRE 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 GWRE 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