+307.6%
TWLO vs BBWI
-57.7%
+365.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | -3.9% | -8.0% | +4.1% | -2.2% |
| 30D | -9.7% | -6.6% | -3.1% | -8.6% |
| 3M | +11.6% | -2.7% | +14.3% | +11.2% |
| 6M | +84.7% | -12.8% | +97.5% | +85.9% |
| YTD | +62.5% | -10.5% | +73.0% | +61.4% |
| 1Y | +121.7% | -35.3% | +157.1% | +134.9% |
| 3Y | +253.0% | -47.7% | +300.7% | +278.2% |
| 5Y | -32.5% | -68.9% | +36.4% | -21.8% |
| All | +307.6% | -57.7% | +365.3% | +237.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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