+307.6%
TWLO vs W
+155.6%
+152.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.5% |
| 7D | -3.9% | +0.5% | -4.4% | -4.1% |
| 30D | -9.7% | -5.6% | -4.1% | -8.4% |
| 3M | +11.6% | +41.9% | -30.3% | -3.2% |
| 6M | +84.7% | +30.2% | +54.5% | +61.7% |
| YTD | +62.5% | -2.9% | +65.4% | +53.4% |
| 1Y | +121.7% | +11.6% | +110.1% | +95.8% |
| 3Y | +253.0% | +37.0% | +216.0% | +155.9% |
| 5Y | -32.5% | -62.8% | +30.3% | -39.0% |
| All | +307.6% | +155.6% | +152.0% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling