+601.7%
TWLO vs SWK
+32.2%
+569.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.5% | +11.0% | -12.5% | -6.2% |
| 30D | -26.0% | +30.1% | -56.1% | -34.3% |
| 3M | +4.6% | +14.7% | -10.1% | -2.1% |
| 6M | +5.5% | +44.5% | -39.0% | -11.7% |
| YTD | +42.0% | +59.4% | -17.4% | +11.6% |
| 1Y | +58.5% | +77.5% | -19.1% | +18.2% |
| 3Y | +279.7% | +49.5% | +230.2% | +191.0% |
| 5Y | -35.0% | -24.9% | -10.1% | -34.1% |
| 10Y | +539.9% | +31.8% | +508.1% | +295.0% |
| All | +601.7% | +32.2% | +569.5% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling