+280.7%
SHW vs TWLO
+871.2%
-590.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.6% | +0.8% |
| 7D | -3.2% | -2.0% | -1.2% | -3.0% |
| 30D | -9.5% | +20.6% | -30.1% | -11.8% |
| 3M | +11.5% | -1.5% | +13.0% | +11.0% |
| 6M | -3.5% | +89.4% | -93.0% | -12.0% |
| YTD | +3.7% | +63.8% | -60.1% | -4.0% |
| 1Y | -7.9% | +119.7% | -127.6% | -18.4% |
| 3Y | +24.7% | +256.1% | -231.4% | +1.2% |
| 5Y | +13.6% | -36.6% | +50.1% | +7.2% |
| 10Y | +283.0% | +304.3% | -21.4% | +168.9% |
| All | +280.7% | +871.2% | -590.4% | +153.7% |
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