-35.5%
TWLO vs SW
-2.6%
-32.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -1.5% | +2.3% | -3.8% | -2.0% |
| 30D | -26.0% | +6.8% | -32.8% | -27.3% |
| 3M | +4.6% | -5.2% | +9.8% | +5.7% |
| 6M | +5.5% | +7.4% | -1.9% | +2.7% |
| YTD | +42.0% | +17.4% | +24.6% | +33.1% |
| 1Y | +58.5% | +27.1% | +31.4% | +45.1% |
| 3Y | +279.7% | +47.9% | +231.8% | +232.1% |
| All | -35.5% | -2.6% | -32.9% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling