+119.7%
TWLO vs GWW
+31.2%
+88.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.2% |
| 7D | -2.0% | +1.4% | -3.4% | -2.2% |
| 30D | +20.6% | +3.3% | +17.3% | +20.2% |
| 3M | -1.5% | +2.9% | -4.5% | -1.4% |
| 6M | +89.4% | +15.8% | +73.6% | +88.9% |
| YTD | +63.8% | +32.0% | +31.8% | +55.8% |
| 1Y | +119.7% | +29.9% | +89.8% | +102.8% |
| All | +119.7% | +31.2% | +88.6% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling