Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • VLO vs GWRE✓SelectedUSD · GWREVLO vs GWRE performance historyLatest closeAs of+1.59%09/09
Stock and ETF performance explorer

VLO vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,769.6%
GWRE return
+749.2%
Excess return
+2,020.4%
Maximum drawdown
-71.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D+1.6%-5.0%+6.6%+2.7%
7D+6.2%-26.2%+32.5%+12.7%
30D+23.5%-17.8%+41.2%+27.6%
3M+53.9%+14.2%+39.6%+46.0%
6M+81.7%-12.9%+94.6%+81.5%
YTD+142.5%-29.2%+171.7%+152.7%
1Y+145.4%-44.4%+189.9%+170.8%
3Y+197.3%+51.1%+146.2%+143.8%
5Y+614.6%+16.5%+598.1%+512.5%
10Y+938.9%+131.6%+807.3%+619.2%
All+2,769.6%+749.2%+2,020.4%+1,684.4%

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