+64.3%
TWLO vs RDW
+9.7%
+54.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.3% |
| 7D | -15.9% | -14.3% | -1.6% | -14.6% |
| 30D | -29.0% | -26.0% | -3.1% | -27.1% |
| 3M | +10.0% | -27.4% | +37.4% | +13.5% |
| 6M | +12.6% | -10.6% | +23.2% | +10.1% |
| YTD | +50.1% | +1.6% | +48.5% | +44.9% |
| 1Y | +64.3% | +11.1% | +53.2% | +57.5% |
| All | +64.3% | +9.7% | +54.6% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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