+54.6%
EWT vs TWLO
+82.0%
-27.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -2.7% |
| 7D | -1.1% | -3.9% | +2.8% | -0.8% |
| 30D | +4.8% | -9.7% | +14.5% | +5.6% |
| 3M | +11.1% | +11.6% | -0.5% | +9.7% |
| 6M | +54.6% | +84.7% | -30.1% | +41.6% |
| All | +54.6% | +82.0% | -27.4% | +41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling