+673.5%
SNPS vs GWW
+665.1%
+8.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +5.1% | +3.7% | +1.4% | +3.7% |
| 30D | -6.4% | +13.6% | -20.0% | -10.9% |
| 3M | +12.2% | +15.4% | -3.1% | +6.2% |
| 6M | -9.8% | +21.8% | -31.6% | -16.7% |
| YTD | -1.5% | +50.0% | -51.5% | -16.7% |
| 1Y | +16.0% | +60.2% | -44.2% | -4.5% |
| 3Y | -10.8% | +94.4% | -105.2% | -31.6% |
| 5Y | +33.3% | +221.8% | -188.5% | -15.3% |
| All | +673.5% | +665.1% | +8.4% | +325.9% |
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