+301.0%
TWLO vs BWA
+156.8%
+144.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | -7.8% | -2.9% | -4.9% | -7.1% |
| 3M | +10.0% | -10.7% | +20.8% | +13.5% |
| 6M | +79.5% | +26.5% | +53.0% | +64.8% |
| YTD | +59.8% | +49.1% | +10.7% | +35.8% |
| 1Y | +121.7% | +52.1% | +69.6% | +86.4% |
| 3Y | +240.8% | +72.6% | +168.2% | +166.6% |
| 5Y | -33.6% | +89.4% | -123.0% | -50.3% |
| All | +301.0% | +156.8% | +144.2% | +164.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling