-79.6%
SNAP vs GWW
+572.0%
-651.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | -10.6% | +5.5% | -16.1% | -12.1% |
| 30D | -19.7% | +14.4% | -34.1% | -23.3% |
| 3M | -6.5% | +13.7% | -20.3% | -10.7% |
| 6M | -17.8% | +20.1% | -37.8% | -23.5% |
| YTD | -38.0% | +47.1% | -85.1% | -47.0% |
| 1Y | -42.5% | +56.2% | -98.7% | -52.0% |
| 3Y | -55.8% | +90.5% | -146.3% | -66.3% |
| 5Y | -90.5% | +221.2% | -311.8% | -94.0% |
| All | -79.6% | +572.0% | -651.6% | -90.5% |
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