+31.7%
SNPS vs GWW
+218.6%
-187.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +1.1% | +3.6% | -2.5% | -0.6% |
| 30D | -5.2% | +12.1% | -17.3% | -10.2% |
| 3M | +10.6% | +12.9% | -2.4% | +4.1% |
| 6M | -10.6% | +19.3% | -29.9% | -18.5% |
| YTD | -3.1% | +48.7% | -51.8% | -22.3% |
| 1Y | +15.6% | +60.5% | -45.0% | -11.3% |
| 3Y | -12.9% | +93.3% | -106.2% | -39.6% |
| All | +31.7% | +218.6% | -187.0% | -36.3% |
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