+275.6%
TWLO vs SWK
+53.8%
+221.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | +2.8% | -2.3% | +5.1% | +3.5% |
| 30D | -22.4% | +30.4% | -52.8% | -28.4% |
| 3M | -14.2% | +12.1% | -26.4% | -17.4% |
| 6M | +10.5% | +49.1% | -38.6% | -3.0% |
| YTD | +54.3% | +60.4% | -6.1% | +30.1% |
| 1Y | +68.0% | +78.3% | -10.3% | +35.7% |
| All | +275.6% | +53.8% | +221.7% | +192.0% |
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