-78.3%
SNAP vs GWW
+482.4%
-560.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -0.7% | -1.4% | +0.7% | -0.4% |
| 3M | -5.0% | -3.6% | -1.4% | -4.5% |
| 6M | +3.5% | +15.1% | -11.6% | -2.9% |
| YTD | -34.2% | +27.5% | -61.7% | -40.9% |
| 1Y | -27.1% | +29.6% | -56.7% | -35.0% |
| 3Y | -43.5% | +90.1% | -133.5% | -57.0% |
| 5Y | -92.9% | +222.6% | -315.5% | -95.5% |
| All | -78.3% | +482.4% | -560.7% | -89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling