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  • OMC vs GWW✓SelectedUSD · GWWOMC vs GWW performance historyLatest closeAs of-1.80%09/08
Stock and ETF performance explorer

OMC vs GWW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,838.5%
GWW return
+14,103.4%
Excess return
-8,264.9%
Maximum drawdown
-61.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWWExcessAlpha
1D-1.8%-2.7%+0.9%-0.8%
7D-5.8%-1.5%-4.2%-5.2%
30D-4.8%+1.1%-5.9%-5.2%
3M+9.2%-1.0%+10.2%+9.3%
6M-2.5%+16.3%-18.8%-8.5%
YTD+2.6%+28.5%-26.0%-7.9%
1Y+5.9%+30.3%-24.3%-5.3%
3Y+14.2%+91.6%-77.4%-12.4%
5Y+33.2%+224.0%-190.7%-17.5%
10Y+33.4%+551.3%-517.9%-39.7%
All+5,838.5%+14,103.4%-8,264.9%+1,025.9%

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