-42.5%
SNAP vs GWW
+55.9%
-98.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.0% |
| 7D | -10.6% | +5.5% | -16.1% | -10.2% |
| 30D | -19.7% | +14.4% | -34.1% | -18.4% |
| 3M | -6.5% | +13.7% | -20.3% | -5.2% |
| 6M | -17.8% | +20.1% | -37.8% | -17.8% |
| YTD | -38.0% | +47.1% | -85.1% | -38.2% |
| 1Y | -42.5% | +56.2% | -98.7% | -42.4% |
| All | -42.5% | +55.9% | -98.4% | -42.4% |
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 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