+709.2%
TWLO vs CDW
+316.1%
+393.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.5% |
| 7D | -2.0% | +3.2% | -5.2% | -3.8% |
| 30D | +20.6% | +9.3% | +11.3% | +13.4% |
| 3M | -1.5% | +9.8% | -11.3% | -9.0% |
| 6M | +89.4% | +23.3% | +66.1% | +59.0% |
| YTD | +63.8% | +13.7% | +50.1% | +43.7% |
| 1Y | +119.7% | -6.5% | +126.2% | +117.5% |
| 3Y | +256.1% | -25.2% | +281.4% | +290.5% |
| 5Y | -36.6% | -19.5% | -17.1% | -34.3% |
| 10Y | +304.3% | +285.8% | +18.5% | +38.1% |
| All | +709.2% | +316.1% | +393.1% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling