-30.2%
TWLO vs SWK
-28.9%
-1.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.4% |
| 7D | +5.6% | -2.0% | +7.6% | +6.5% |
| 30D | -24.6% | +24.6% | -49.2% | -31.9% |
| 3M | -14.0% | +10.8% | -24.7% | -18.4% |
| 6M | +10.1% | +46.1% | -36.0% | -8.7% |
| YTD | +49.2% | +56.8% | -7.6% | +17.1% |
| 1Y | +65.2% | +72.7% | -7.5% | +23.2% |
| 3Y | +260.7% | +49.9% | +210.8% | +168.0% |
| 5Y | -30.2% | -30.9% | +0.7% | -27.0% |
| All | -30.2% | -28.9% | -1.4% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling