+149.4%
EWT vs TWLO
-33.6%
+183.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | +4.5% | -7.8% | +12.3% | +5.4% |
| 3M | +8.3% | +10.0% | -1.8% | +6.2% |
| 6M | +54.2% | +79.5% | -25.2% | +40.7% |
| YTD | +74.6% | +59.8% | +14.7% | +61.2% |
| 1Y | +84.9% | +121.7% | -36.8% | +62.8% |
| 3Y | +197.5% | +240.8% | -43.3% | +142.1% |
| All | +149.4% | -33.6% | +183.0% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling