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  • STRL vs GWRE✓SelectedUSD · GWRESTRL vs GWRE performance historyLatest closeAs of+3.23%09/08
Stock and ETF performance explorer

STRL vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,071.1%
GWRE return
+793.8%
Excess return
+3,277.3%
Maximum drawdown
-80.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D+3.2%-7.8%+11.1%+4.5%
7D+10.1%-25.6%+35.7%+14.9%
30D-8.2%-12.2%+4.0%-7.3%
3M-43.7%+17.7%-61.4%-47.4%
6M+27.1%-11.3%+38.4%+24.1%
YTD+64.0%-25.5%+89.5%+66.0%
1Y+75.2%-42.8%+118.0%+90.3%
3Y+539.9%+59.0%+480.9%+418.8%
5Y+2,133.0%+21.6%+2,111.4%+1,791.5%
10Y+7,178.3%+139.2%+7,039.1%+5,134.5%
All+4,071.1%+793.8%+3,277.3%+3,293.7%

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