+689.1%
TWLO vs NWSA
+182.4%
+506.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +0.2% | -3.4% | +3.6% | +2.1% |
| 30D | -9.1% | +3.9% | -13.1% | -10.9% |
| 3M | +11.0% | +8.9% | +2.1% | +5.1% |
| 6M | +79.4% | +21.2% | +58.2% | +60.1% |
| YTD | +59.7% | +13.8% | +45.9% | +47.0% |
| 1Y | +112.3% | +1.4% | +110.9% | +107.0% |
| 3Y | +247.0% | +44.0% | +203.0% | +180.5% |
| 5Y | -35.6% | +40.5% | -76.1% | -47.9% |
| 10Y | +305.7% | +149.2% | +156.5% | +149.5% |
| All | +689.1% | +182.4% | +506.7% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling