-42.2%
SNAP vs GWW
+91.5%
-133.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.1% |
| 7D | +1.5% | -1.5% | +3.0% | +1.8% |
| 30D | +1.9% | +1.1% | +0.8% | +1.4% |
| 3M | -3.9% | -1.0% | -2.9% | -4.6% |
| 6M | +5.2% | +16.3% | -11.1% | -1.8% |
| YTD | -32.7% | +28.5% | -61.2% | -39.8% |
| 1Y | -24.8% | +30.3% | -55.1% | -33.2% |
| 3Y | -42.2% | +91.6% | -133.8% | -59.1% |
| All | -42.2% | +91.5% | -133.6% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling