+702.8%
TWLO vs VWO
+127.6%
+575.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +3.4% |
| 7D | -3.9% | -1.7% | -2.2% | -2.1% |
| 30D | -9.7% | -0.3% | -9.4% | -9.5% |
| 3M | +11.6% | +4.0% | +7.6% | +6.1% |
| 6M | +84.7% | +8.1% | +76.6% | +67.0% |
| YTD | +62.5% | +11.6% | +50.9% | +41.0% |
| 1Y | +121.7% | +16.2% | +105.5% | +83.8% |
| 3Y | +253.0% | +63.3% | +189.7% | +97.4% |
| 5Y | -32.5% | +33.4% | -65.8% | -51.5% |
| 10Y | +312.7% | +113.3% | +199.4% | +75.5% |
| All | +702.8% | +127.6% | +575.3% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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