Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WDC vs GWW✓SelectedUSD · GWWWDC vs GWW performance historyLatest closeAs of+1.04%09/09
Stock and ETF performance explorer

WDC vs GWW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,394.6%
GWW return
+89.5%
Excess return
+1,305.1%
Maximum drawdown
-49.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioGWWExcessAlpha
1D+1.0%-0.8%+1.8%+1.4%
7D+7.5%-0.5%+7.9%+7.6%
30D+10.1%-1.4%+11.5%+10.8%
3M-6.8%-3.6%-3.2%-5.5%
6M+84.1%+15.1%+69.0%+69.8%
YTD+180.3%+27.5%+152.8%+143.6%
1Y+411.1%+29.6%+381.5%+339.8%
All+1,394.6%+89.5%+1,305.1%+1,104.3%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling