+119.7%
TWLO vs W
+25.7%
+94.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.3% |
| 7D | -2.0% | -4.2% | +2.2% | -1.8% |
| 30D | +20.6% | -7.6% | +28.1% | +21.1% |
| 3M | -1.5% | +37.2% | -38.7% | -4.5% |
| 6M | +89.4% | +26.3% | +63.1% | +85.0% |
| YTD | +63.8% | -1.0% | +64.8% | +61.6% |
| 1Y | +119.7% | +20.1% | +99.6% | +112.2% |
| All | +119.7% | +25.7% | +94.1% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling