+240.8%
TWLO vs FWONK
+44.6%
+196.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -7.8% | -7.7% | -0.1% | -3.9% |
| 3M | +10.0% | +5.7% | +4.3% | +6.7% |
| 6M | +79.5% | +13.5% | +66.0% | +67.3% |
| YTD | +59.8% | -3.0% | +62.8% | +61.3% |
| 1Y | +121.7% | -6.4% | +128.1% | +128.3% |
| 3Y | +240.8% | +43.8% | +197.0% | +211.1% |
| All | +240.8% | +44.6% | +196.2% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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