+576.0%
TWLO vs CDW
+315.4%
+260.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +5.6% | +9.1% | -3.5% | +0.4% |
| 30D | -24.6% | +13.7% | -38.3% | -30.2% |
| 3M | -14.0% | +27.0% | -41.0% | -26.1% |
| 6M | +10.1% | +75.9% | -65.8% | -24.3% |
| YTD | +49.2% | +28.9% | +20.3% | +20.4% |
| 1Y | +65.2% | +19.6% | +45.6% | +39.9% |
| 3Y | +260.7% | -14.6% | +275.3% | +262.0% |
| 5Y | -30.2% | -3.2% | -27.1% | -35.8% |
| All | +576.0% | +315.4% | +260.6% | +129.3% |
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