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  • WMB vs GWRE✓SelectedUSD · GWREWMB vs GWRE performance historyLatest closeAs of+2.27%09/08
Stock and ETF performance explorer

WMB vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+450.2%
GWRE return
+793.8%
Excess return
-343.6%
Maximum drawdown
-81.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D+2.3%-7.8%+10.1%+3.8%
7D+0.8%-25.6%+26.3%+6.2%
30D+7.7%-12.2%+19.9%+9.4%
3M+6.7%+17.7%-11.0%+0.7%
6M+3.6%-11.3%+15.0%+2.7%
YTD+28.0%-25.5%+53.5%+31.3%
1Y+37.6%-42.8%+80.4%+50.3%
3Y+149.0%+59.0%+90.0%+100.7%
5Y+285.3%+21.6%+263.7%+224.9%
10Y+302.1%+139.2%+162.9%+158.8%
All+450.2%+793.8%-343.6%+205.8%

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