+540.3%
EWT vs TWLO
+863.4%
-323.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -2.7% |
| 7D | -1.1% | -3.9% | +2.8% | -0.7% |
| 30D | +4.8% | -9.7% | +14.5% | +5.9% |
| 3M | +11.1% | +11.6% | -0.5% | +9.1% |
| 6M | +54.6% | +84.7% | -30.1% | +42.1% |
| YTD | +71.4% | +62.5% | +9.0% | +59.5% |
| 1Y | +82.1% | +121.7% | -39.6% | +62.9% |
| 3Y | +193.2% | +253.0% | -59.7% | +143.9% |
| 5Y | +146.1% | -32.5% | +178.6% | +131.5% |
| 10Y | +505.0% | +312.7% | +192.3% | +342.7% |
| All | +540.3% | +863.4% | -323.1% | +343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling