+307.6%
TWLO vs CDW
+271.4%
+36.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | -3.9% | -7.4% | +3.5% | +0.5% |
| 30D | -9.7% | +5.8% | -15.5% | -12.9% |
| 3M | +11.6% | +10.8% | +0.8% | +2.4% |
| 6M | +84.7% | +21.5% | +63.2% | +56.1% |
| YTD | +62.5% | +6.4% | +56.1% | +48.2% |
| 1Y | +121.7% | -14.8% | +136.5% | +132.2% |
| 3Y | +253.0% | -29.9% | +282.8% | +301.5% |
| 5Y | -32.5% | -22.9% | -9.6% | -28.4% |
| All | +307.6% | +271.4% | +36.2% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CDW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling