-32.5%
TWLO vs BBWI
-69.5%
+37.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -3.9% | -8.0% | +4.1% | -1.3% |
| 30D | -9.7% | -6.6% | -3.1% | -8.1% |
| 3M | +11.6% | -2.7% | +14.3% | +10.7% |
| 6M | +84.7% | -12.8% | +97.5% | +85.9% |
| YTD | +62.5% | -10.5% | +73.0% | +59.5% |
| 1Y | +121.7% | -35.3% | +157.1% | +143.7% |
| 3Y | +253.0% | -47.7% | +300.7% | +281.5% |
| 5Y | -32.5% | -68.9% | +36.4% | -2.2% |
| All | -32.5% | -69.5% | +37.0% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling