-32.3%
TWLO vs NWSA
+40.0%
-72.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | -2.4% | -2.8% | +0.4% | -0.3% |
| 30D | -7.8% | +3.0% | -10.8% | -9.7% |
| 3M | +10.0% | +12.3% | -2.3% | -1.0% |
| 6M | +79.5% | +21.9% | +57.6% | +50.9% |
| YTD | +59.8% | +13.6% | +46.3% | +41.4% |
| 1Y | +121.7% | +0.5% | +121.2% | +115.3% |
| 3Y | +240.8% | +43.8% | +197.1% | +136.9% |
| All | -32.3% | +40.0% | -72.4% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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