+709.2%
TWLO vs BWA
+165.9%
+543.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -4.0% |
| 7D | -2.0% | +5.7% | -7.7% | -3.7% |
| 30D | +20.6% | +1.4% | +19.2% | +20.1% |
| 3M | -1.5% | -12.1% | +10.5% | +1.9% |
| 6M | +89.4% | +28.6% | +60.9% | +72.8% |
| YTD | +63.8% | +51.1% | +12.7% | +38.2% |
| 1Y | +119.7% | +55.9% | +63.9% | +82.7% |
| 3Y | +256.1% | +70.1% | +186.0% | +179.2% |
| 5Y | -36.6% | +90.7% | -127.2% | -52.8% |
| 10Y | +304.3% | +154.0% | +150.4% | +145.9% |
| All | +709.2% | +165.9% | +543.4% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling