+64.3%
TWLO vs GWW
+55.5%
+8.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.7% | -0.6% |
| 7D | -15.9% | +11.1% | -27.0% | -16.5% |
| 30D | -29.0% | +15.7% | -44.8% | -29.8% |
| 3M | +10.0% | +14.8% | -4.7% | +8.8% |
| 6M | +12.6% | +30.9% | -18.4% | +15.5% |
| YTD | +50.1% | +48.5% | +1.6% | +55.5% |
| 1Y | +64.3% | +57.1% | +7.2% | +64.8% |
| All | +64.3% | +55.5% | +8.8% | +64.8% |
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