+240.6%
TWLO vs BWA
+67.1%
+173.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -9.1% | -5.6% | -3.6% | -8.2% |
| 3M | +11.0% | -10.7% | +21.7% | +13.2% |
| 6M | +79.4% | +23.2% | +56.2% | +70.5% |
| YTD | +59.7% | +46.0% | +13.7% | +40.7% |
| 1Y | +112.3% | +51.2% | +61.2% | +83.9% |
| All | +240.6% | +67.1% | +173.4% | +161.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling