+3.3%
SNOW vs CHWY
-72.6%
+76.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.0% |
| 7D | -2.4% | -13.6% | +11.2% | +3.0% |
| 30D | -1.0% | -8.5% | +7.6% | +1.8% |
| 3M | +36.9% | +8.9% | +28.0% | +30.0% |
| 6M | +83.4% | -20.5% | +103.8% | +95.8% |
| YTD | +50.0% | -38.2% | +88.1% | +77.1% |
| 1Y | +46.5% | -43.3% | +89.8% | +77.4% |
| 3Y | +93.3% | -8.5% | +101.9% | +68.4% |
| All | +3.3% | -72.6% | +76.0% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling