+29.6%
SNOW vs CHWY
-62.3%
+91.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.0% |
| 7D | -2.4% | -13.6% | +11.2% | +3.2% |
| 30D | -1.0% | -8.5% | +7.6% | +1.9% |
| 3M | +36.9% | +8.9% | +28.0% | +29.9% |
| 6M | +83.4% | -20.5% | +103.8% | +96.1% |
| YTD | +50.0% | -38.2% | +88.1% | +77.8% |
| 1Y | +46.5% | -43.3% | +89.8% | +78.2% |
| 3Y | +93.3% | -8.5% | +101.9% | +67.6% |
| 5Y | +3.3% | -72.7% | +76.0% | +44.2% |
| All | +29.6% | -62.3% | +91.8% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling