-55.1%
SNAP vs GWW
+89.4%
-144.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -7.3% | +5.1% | -12.4% | -8.2% |
| 30D | -18.9% | +12.2% | -31.2% | -20.9% |
| 3M | -5.3% | +13.5% | -18.8% | -7.9% |
| 6M | -16.9% | +17.8% | -34.8% | -21.1% |
| YTD | -37.4% | +44.3% | -81.7% | -45.2% |
| 1Y | -38.5% | +52.8% | -91.3% | -47.5% |
| 3Y | -55.1% | +89.9% | -145.0% | -68.2% |
| All | -55.1% | +89.4% | -144.5% | -68.2% |
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