-14.9%
SNPS vs GWW
+89.5%
-104.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -5.5% | -0.5% | -5.0% | -5.3% |
| 30D | -4.5% | -1.4% | -3.0% | -4.1% |
| 3M | -15.5% | -3.6% | -11.8% | -14.6% |
| 6M | -10.1% | +15.1% | -25.2% | -17.2% |
| YTD | -16.3% | +27.5% | -43.8% | -27.9% |
| 1Y | -34.9% | +29.6% | -64.5% | -44.4% |
| All | -14.9% | +89.5% | -104.3% | -40.7% |
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