+9.5%
SNOW vs CHWY
-28.3%
+37.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -2.7% |
| 7D | -14.5% | +13.4% | -27.9% | -16.9% |
| 30D | -14.3% | +28.4% | -42.7% | -19.6% |
| 3M | -8.3% | -2.9% | -5.4% | -7.5% |
| 6M | +101.5% | -4.7% | +106.2% | +103.7% |
| YTD | +32.5% | -29.2% | +61.7% | +42.9% |
| 1Y | +9.5% | -30.7% | +40.2% | +17.8% |
| All | +9.5% | -28.3% | +37.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 1y: compounded portfolio wealth divided by compounded CHWY 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…
1y analysis · Full analysis span regression · 6 months rolling