+12.0%
SHW vs TWLO
-33.6%
+45.6%
-42.5%
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 | -3.1% | -2.4% | -0.7% | -2.9% |
| 30D | -10.0% | -7.8% | -2.2% | -9.4% |
| 3M | +2.3% | +10.0% | -7.8% | +0.8% |
| 6M | +0.7% | +79.5% | -78.8% | -7.2% |
| YTD | +0.5% | +59.8% | -59.3% | -6.4% |
| 1Y | -11.5% | +121.7% | -133.1% | -21.5% |
| 3Y | +21.3% | +240.8% | -219.5% | -1.8% |
| All | +12.0% | -33.6% | +45.6% | -3.8% |
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