+300.7%
TWLO vs CDW
+270.8%
+29.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.4% |
| 7D | +0.2% | -4.2% | +4.4% | +2.8% |
| 30D | -9.1% | +4.9% | -14.0% | -11.9% |
| 3M | +11.0% | +7.3% | +3.7% | +3.8% |
| 6M | +79.4% | +19.2% | +60.2% | +53.4% |
| YTD | +59.7% | +6.2% | +53.5% | +45.9% |
| 1Y | +112.3% | -14.0% | +126.3% | +121.0% |
| 3Y | +247.0% | -30.0% | +276.9% | +295.0% |
| 5Y | -35.6% | -23.6% | -12.0% | -31.2% |
| All | +300.7% | +270.8% | +29.9% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling