+29.8%
SNOW vs CHWY
-61.1%
+91.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.2% |
| 7D | -7.5% | -12.0% | +4.5% | -2.8% |
| 30D | -1.3% | -6.2% | +4.9% | +0.5% |
| 3M | +37.4% | +5.5% | +31.9% | +32.1% |
| 6M | +88.1% | -17.8% | +105.9% | +98.5% |
| YTD | +50.3% | -36.2% | +86.5% | +76.0% |
| 1Y | +46.0% | -40.0% | +86.0% | +73.5% |
| 3Y | +98.7% | -8.3% | +107.0% | +72.5% |
| 5Y | +3.5% | -71.9% | +75.4% | +42.8% |
| All | +29.8% | -61.1% | +91.0% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling