+641.6%
TWLO vs SW
+143.9%
+497.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.8% |
| 7D | -15.9% | +12.1% | -27.9% | -17.5% |
| 30D | -29.0% | +6.6% | -35.6% | -29.9% |
| 3M | +10.0% | -6.0% | +16.0% | +10.9% |
| 6M | +12.6% | +21.5% | -8.9% | +8.4% |
| YTD | +50.1% | +20.3% | +29.8% | +43.6% |
| 1Y | +64.3% | +28.1% | +36.1% | +55.3% |
| 3Y | +294.6% | +51.6% | +243.0% | +264.0% |
| 5Y | -31.9% | -0.1% | -31.7% | -36.1% |
| 10Y | +576.3% | +189.7% | +386.5% | +432.8% |
| All | +641.6% | +143.9% | +497.7% | +549.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling