+245.0%
TWLO vs CDW
-29.2%
+274.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.1% | -1.0% |
| 7D | -1.2% | -3.9% | +2.7% | +0.4% |
| 30D | -6.4% | +6.9% | -13.3% | -8.9% |
| 3M | +6.3% | +7.7% | -1.4% | +1.5% |
| 6M | +76.4% | +18.3% | +58.1% | +59.2% |
| YTD | +58.8% | +7.8% | +51.1% | +49.2% |
| 1Y | +107.1% | -12.2% | +119.3% | +114.3% |
| 3Y | +245.0% | -28.9% | +273.9% | +228.7% |
| All | +245.0% | -29.2% | +274.2% | +228.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling