-35.6%
TWLO vs W
-62.3%
+26.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +0.2% | +5.9% | -5.7% | -1.6% |
| 30D | -9.1% | -3.0% | -6.1% | -8.5% |
| 3M | +11.0% | +40.3% | -29.3% | -4.1% |
| 6M | +79.4% | +32.2% | +47.1% | +55.2% |
| YTD | +59.7% | -0.3% | +60.0% | +49.3% |
| 1Y | +112.3% | +16.2% | +96.2% | +83.4% |
| 3Y | +247.0% | +40.7% | +206.2% | +141.7% |
| 5Y | -35.6% | -62.3% | +26.8% | -40.8% |
| All | -35.6% | -62.3% | +26.7% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling