+637.1%
TWLO vs W
+167.1%
+470.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.5% |
| 7D | +5.6% | -1.7% | +7.3% | +6.1% |
| 30D | -24.6% | +3.2% | -27.9% | -25.5% |
| 3M | -14.0% | +8.3% | -22.2% | -16.6% |
| 6M | +10.1% | +84.3% | -74.2% | -12.8% |
| YTD | +49.2% | +11.0% | +38.2% | +34.9% |
| 1Y | +65.2% | -0.2% | +65.4% | +53.6% |
| 3Y | +260.7% | +157.9% | +102.7% | +114.5% |
| 5Y | -30.2% | -56.8% | +26.6% | -39.5% |
| 10Y | +572.4% | +212.2% | +360.2% | +212.2% |
| All | +637.1% | +167.1% | +470.0% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling