-27.9%
TWLO vs CDW
-2.4%
-25.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +2.1% |
| 7D | +0.2% | +13.1% | -12.9% | -6.9% |
| 30D | -26.0% | +19.1% | -45.1% | -33.0% |
| 3M | -14.3% | +24.7% | -39.1% | -25.1% |
| 6M | +6.2% | +63.4% | -57.2% | -23.1% |
| YTD | +50.6% | +26.3% | +24.3% | +23.9% |
| 1Y | +64.0% | +20.6% | +43.4% | +39.2% |
| 3Y | +264.1% | -16.3% | +280.4% | +268.8% |
| 5Y | -27.9% | -3.9% | -24.0% | -40.2% |
| All | -27.9% | -2.4% | -25.6% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling