+10.5%
TWLO vs CDW
+68.4%
-57.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.7% |
| 7D | +2.8% | +2.6% | +0.2% | +1.9% |
| 30D | -22.4% | +20.4% | -42.7% | -26.5% |
| 3M | -14.2% | +28.5% | -42.7% | -20.5% |
| 6M | +10.5% | +70.6% | -60.1% | -25.8% |
| All | +10.5% | +68.4% | -57.9% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling