+513.6%
EWT vs TWLO
+312.8%
+200.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.9% |
| 30D | +4.5% | -7.8% | +12.3% | +5.3% |
| 3M | +8.3% | +10.0% | -1.8% | +6.4% |
| 6M | +54.2% | +79.5% | -25.2% | +41.8% |
| YTD | +74.6% | +59.8% | +14.7% | +62.3% |
| 1Y | +84.9% | +121.7% | -36.8% | +64.7% |
| 3Y | +197.5% | +240.8% | -43.3% | +146.8% |
| 5Y | +150.6% | -33.6% | +184.2% | +136.2% |
| All | +513.6% | +312.8% | +200.9% | +344.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling