+17.9%
SNPS vs GWW
+221.1%
-203.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -5.5% | -0.5% | -5.0% | -5.3% |
| 30D | -4.5% | -1.4% | -3.0% | -4.0% |
| 3M | -15.5% | -3.6% | -11.8% | -14.5% |
| 6M | -10.1% | +15.1% | -25.2% | -17.3% |
| YTD | -16.3% | +27.5% | -43.8% | -27.7% |
| 1Y | -34.9% | +29.6% | -64.5% | -44.3% |
| 3Y | -14.4% | +90.1% | -104.4% | -40.6% |
| 5Y | +17.9% | +222.6% | -204.7% | -43.3% |
| All | +17.9% | +221.1% | -203.2% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling