-38.7%
SNAP vs GWW
+59.1%
-97.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | +6.0% | +3.6% | +2.5% | +6.1% |
| 30D | -13.8% | +12.1% | -25.9% | -12.7% |
| 3M | -0.8% | +12.9% | -13.7% | +0.5% |
| 6M | -6.2% | +19.3% | -25.6% | -5.9% |
| YTD | -34.8% | +48.7% | -83.5% | -34.2% |
| 1Y | -38.7% | +60.5% | -99.2% | -37.4% |
| All | -38.7% | +59.1% | -97.8% | -37.4% |
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