+280.4%
SHW vs TWLO
+312.8%
-32.3%
-42.5%
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 | -3.1% | -2.4% | -0.7% | -2.8% |
| 30D | -10.0% | -7.8% | -2.2% | -9.3% |
| 3M | +2.3% | +10.0% | -7.8% | +0.6% |
| 6M | +0.7% | +79.5% | -78.8% | -7.8% |
| YTD | +0.5% | +59.8% | -59.3% | -7.0% |
| 1Y | -11.5% | +121.7% | -133.1% | -22.0% |
| 3Y | +21.3% | +240.8% | -219.5% | -1.8% |
| 5Y | +12.5% | -33.6% | +46.1% | +5.6% |
| All | +280.4% | +312.8% | -32.3% | +158.0% |
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