-34.6%
SNPS vs GWW
+31.2%
-65.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.5% |
| 7D | -11.0% | +1.4% | -12.4% | -11.2% |
| 30D | -1.7% | +3.3% | -5.0% | -2.4% |
| 3M | -20.4% | +2.9% | -23.3% | -21.1% |
| 6M | -8.6% | +15.8% | -24.4% | -12.8% |
| YTD | -16.2% | +32.0% | -48.2% | -26.0% |
| 1Y | -34.6% | +29.9% | -64.5% | -39.3% |
| All | -34.6% | +31.2% | -65.7% | -39.3% |
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