+10.2%
SHW vs TWLO
-30.7%
+40.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +1.9% | +4.5% | -2.6% | +1.5% |
| 30D | +8.1% | -22.1% | +30.2% | +10.5% |
| 3M | -2.8% | -15.3% | +12.5% | -1.8% |
| 6M | +15.0% | +9.7% | +5.4% | +12.0% |
| YTD | +9.0% | +48.5% | -39.5% | +1.3% |
| 1Y | +4.5% | +70.3% | -65.9% | -4.7% |
| 3Y | +41.9% | +261.4% | -219.6% | +11.7% |
| All | +10.2% | -30.7% | +40.9% | -2.6% |
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 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