+4,901.1%
SNPS vs GWW
+8,639.8%
-3,738.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | -11.0% | +1.4% | -12.4% | -11.5% |
| 30D | -1.7% | +3.3% | -5.0% | -3.1% |
| 3M | -20.4% | +2.9% | -23.3% | -21.6% |
| 6M | -8.6% | +15.8% | -24.4% | -14.4% |
| YTD | -16.2% | +32.0% | -48.2% | -25.7% |
| 1Y | -34.6% | +29.9% | -64.5% | -41.6% |
| 3Y | -14.5% | +91.1% | -105.5% | -34.6% |
| 5Y | +17.0% | +223.9% | -206.9% | -27.6% |
| 10Y | +560.0% | +567.0% | -7.0% | +190.2% |
| All | +4,901.1% | +8,639.8% | -3,738.6% | +683.7% |
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 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