+549.6%
TWLO vs SW
+183.3%
+366.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | -0.5% | +1.8% | -2.3% | -0.7% |
| 30D | -28.6% | +7.0% | -35.6% | -29.4% |
| 3M | -14.4% | -7.6% | -6.7% | -13.5% |
| 6M | +2.4% | +8.5% | -6.1% | +0.6% |
| YTD | +45.3% | +17.7% | +27.6% | +39.8% |
| 1Y | +61.8% | +27.1% | +34.8% | +53.7% |
| 3Y | +269.0% | +48.2% | +220.8% | +243.8% |
| 5Y | -33.5% | -2.3% | -31.1% | -37.3% |
| 10Y | +549.6% | +183.3% | +366.3% | +536.6% |
| All | +549.6% | +183.3% | +366.3% | +536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling