-22.8%
SNAP vs GWW
+31.2%
-54.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -3.9% |
| 7D | +0.7% | +1.4% | -0.7% | +1.0% |
| 30D | +2.6% | +3.3% | -0.6% | +3.1% |
| 3M | -9.9% | +2.9% | -12.8% | -10.4% |
| 6M | +1.9% | +15.8% | -13.9% | -1.7% |
| YTD | -32.2% | +32.0% | -64.3% | -34.2% |
| 1Y | -22.8% | +29.9% | -52.8% | -23.0% |
| All | -22.8% | +31.2% | -54.0% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling