+64.3%
TWLO vs BWA
+17.4%
+46.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | -15.9% | -9.9% | -6.0% | -16.2% |
| 30D | -29.0% | -16.4% | -12.7% | -29.7% |
| 3M | +10.0% | -19.8% | +29.9% | +9.4% |
| 6M | +12.6% | -10.0% | +22.5% | +14.0% |
| YTD | +50.1% | +12.7% | +37.4% | +47.4% |
| 1Y | +64.3% | +15.7% | +48.6% | +59.4% |
| All | +64.3% | +17.4% | +46.9% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling