-32.3%
TWLO vs GWW
+222.0%
-254.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -2.4% | -3.4% | +0.9% | -0.8% |
| 30D | -7.8% | -1.9% | -5.9% | -7.0% |
| 3M | +10.0% | -2.4% | +12.4% | +11.1% |
| 6M | +79.5% | +15.7% | +63.7% | +65.9% |
| YTD | +59.8% | +27.6% | +32.2% | +38.5% |
| 1Y | +121.7% | +27.2% | +94.5% | +92.4% |
| 3Y | +240.8% | +89.7% | +151.1% | +137.2% |
| All | -32.3% | +222.0% | -254.3% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling