+261.4%
TWLO vs SWK
+50.7%
+210.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +4.5% | -1.4% | +5.9% | +4.9% |
| 30D | -22.1% | +25.5% | -47.5% | -27.4% |
| 3M | -15.3% | +11.8% | -27.1% | -18.4% |
| 6M | +9.7% | +48.7% | -39.0% | -3.7% |
| YTD | +48.5% | +57.2% | -8.7% | +26.0% |
| 1Y | +70.3% | +75.3% | -4.9% | +38.2% |
| 3Y | +261.4% | +51.9% | +209.5% | +182.7% |
| All | +261.4% | +50.7% | +210.7% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 3y: compounded portfolio wealth divided by compounded SWK 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…
3y analysis · Full analysis span regression · 6 months rolling