+598.0%
TWLO vs SW
+140.2%
+457.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.6% |
| 7D | -16.9% | +4.7% | -21.6% | -17.5% |
| 30D | -28.3% | +5.0% | -33.3% | -29.0% |
| 3M | +4.0% | -7.3% | +11.3% | +5.1% |
| 6M | +2.8% | +15.0% | -12.2% | -0.2% |
| YTD | +41.3% | +18.5% | +22.8% | +35.5% |
| 1Y | +52.9% | +27.1% | +25.8% | +44.8% |
| 3Y | +271.5% | +49.3% | +222.1% | +243.5% |
| 5Y | -35.3% | -1.6% | -33.7% | -39.2% |
| 10Y | +536.6% | +185.4% | +351.2% | +402.7% |
| All | +598.0% | +140.2% | +457.8% | +513.1% |
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