+709.2%
TWLO vs SW
+147.3%
+561.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | -2.0% | -5.1% | +3.1% | -1.2% |
| 30D | +20.6% | -4.6% | +25.2% | +21.5% |
| 3M | -1.5% | +9.4% | -10.9% | -3.3% |
| 6M | +89.4% | +3.5% | +85.9% | +86.9% |
| YTD | +63.8% | +22.0% | +41.8% | +56.6% |
| 1Y | +119.7% | +2.2% | +117.5% | +115.8% |
| 3Y | +256.1% | +19.6% | +236.5% | +238.3% |
| 5Y | -36.6% | -2.3% | -34.2% | -40.4% |
| 10Y | +304.3% | +181.4% | +123.0% | +222.9% |
| All | +709.2% | +147.3% | +561.9% | +608.8% |
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