+689.1%
TWLO vs GWW
+558.8%
+130.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -9.1% | -1.4% | -7.7% | -8.7% |
| 3M | +11.0% | -3.6% | +14.6% | +12.4% |
| 6M | +79.4% | +15.1% | +64.2% | +69.4% |
| YTD | +59.7% | +27.5% | +32.2% | +44.0% |
| 1Y | +112.3% | +29.6% | +82.7% | +90.3% |
| 3Y | +247.0% | +90.1% | +156.9% | +170.5% |
| 5Y | -35.6% | +222.6% | -258.2% | -58.2% |
| 10Y | +305.7% | +566.5% | -260.8% | +126.0% |
| All | +689.1% | +558.8% | +130.3% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling