+55.2%
EWT vs TWLO
+60.3%
-5.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -10.9% | -15.9% | +5.0% | -9.2% |
| 30D | -17.7% | -29.0% | +11.3% | -14.9% |
| 3M | -5.0% | +10.0% | -15.0% | -6.5% |
| 6M | +7.4% | +12.6% | -5.2% | +4.9% |
| YTD | +52.8% | +50.1% | +2.7% | +42.6% |
| 1Y | +55.2% | +64.3% | -9.1% | +38.9% |
| All | +55.2% | +60.3% | -5.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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