+572.5%
SNPS vs GWW
+570.2%
+2.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +0.9% | -3.4% | +4.3% | +2.1% |
| 30D | -3.6% | -1.9% | -1.7% | -3.1% |
| 3M | -12.9% | -2.4% | -10.5% | -12.5% |
| 6M | -8.2% | +15.7% | -23.9% | -13.8% |
| YTD | -15.4% | +27.6% | -43.0% | -23.9% |
| 1Y | -9.3% | +27.2% | -36.5% | -18.3% |
| 3Y | -14.0% | +89.7% | -103.6% | -33.1% |
| 5Y | +19.5% | +223.9% | -204.4% | -23.2% |
| All | +572.5% | +570.2% | +2.3% | +274.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling