-32.3%
TWLO vs GWRE
+15.1%
-47.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | -2.4% | -13.2% | +10.8% | +6.6% |
| 30D | -7.8% | -18.6% | +10.8% | +2.3% |
| 3M | +10.0% | +18.9% | -8.9% | -7.5% |
| 6M | +79.5% | -11.0% | +90.4% | +81.6% |
| YTD | +59.8% | -29.9% | +89.7% | +90.2% |
| 1Y | +121.7% | -44.3% | +166.0% | +209.3% |
| 3Y | +240.8% | +51.7% | +189.1% | +72.4% |
| All | -32.3% | +15.1% | -47.4% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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