+5,680.3%
SNPS vs GWW
+9,744.3%
-4,064.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +1.1% | +3.6% | -2.5% | -0.3% |
| 30D | -5.2% | +12.1% | -17.3% | -9.4% |
| 3M | +10.6% | +12.9% | -2.4% | +5.2% |
| 6M | -10.6% | +19.3% | -29.9% | -17.0% |
| YTD | -3.1% | +48.7% | -51.8% | -18.1% |
| 1Y | +15.6% | +60.5% | -45.0% | -5.3% |
| 3Y | -12.9% | +93.3% | -106.2% | -33.8% |
| 5Y | +31.2% | +219.0% | -187.8% | -18.5% |
| 10Y | +663.4% | +659.0% | +4.4% | +219.6% |
| All | +5,680.3% | +9,744.3% | -4,064.0% | +763.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling