+644.0%
TWLO vs ACWI
+228.5%
+415.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +4.4% |
| 7D | +0.2% | -0.2% | +0.4% | +0.4% |
| 30D | -26.0% | -3.3% | -22.7% | -21.7% |
| 3M | -14.3% | -3.4% | -10.9% | -9.4% |
| 6M | +6.2% | +0.8% | +5.4% | +4.9% |
| YTD | +50.6% | +10.7% | +39.9% | +28.5% |
| 1Y | +64.0% | +11.6% | +52.4% | +38.2% |
| 3Y | +264.1% | +73.4% | +190.7% | +59.5% |
| 5Y | -27.9% | +60.2% | -88.1% | -62.6% |
| 10Y | +580.0% | +221.6% | +358.5% | +21.8% |
| All | +644.0% | +228.5% | +415.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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