Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ORLY vs GWW✓SelectedUSD · GWWORLY vs GWW performance historyLatest closeAs of-0.66%09/10
Stock and ETF performance explorer

ORLY vs GWW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+53,204.8%
GWW return
+6,872.1%
Excess return
+46,332.8%
Maximum drawdown
-65.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWWExcessAlpha
1D-0.7%-0.6%-0.1%-0.5%
7D-2.1%-3.1%+1.0%-1.0%
30D-7.6%-2.3%-5.3%-6.9%
3M-5.5%-3.3%-2.2%-4.7%
6M-9.7%+15.4%-25.1%-14.8%
YTD-6.2%+26.7%-33.0%-14.8%
1Y-18.6%+29.0%-47.6%-26.7%
3Y+33.8%+89.0%-55.1%+3.2%
5Y+116.5%+221.8%-105.2%+34.5%
10Y+361.0%+562.7%-201.6%+107.9%
All+53,204.8%+6,872.1%+46,332.8%+11,057.1%

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