+9.7%
TWLO vs BBWI
+16.7%
-7.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.2% |
| 7D | +4.5% | +0.1% | +4.4% | +4.6% |
| 30D | -22.1% | +12.9% | -35.0% | -20.0% |
| 3M | -15.3% | +16.0% | -31.3% | -12.2% |
| 6M | +9.7% | +16.6% | -7.0% | +21.5% |
| All | +9.7% | +16.7% | -7.1% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling