+684.6%
TWLO vs W
+139.5%
+545.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | -1.2% | +6.5% | -7.7% | -3.1% |
| 30D | -6.4% | -6.2% | -0.2% | -4.9% |
| 3M | +6.3% | +48.9% | -42.6% | -9.2% |
| 6M | +76.4% | +31.2% | +45.2% | +54.3% |
| YTD | +58.8% | -0.4% | +59.2% | +48.9% |
| 1Y | +107.1% | +14.8% | +92.3% | +81.5% |
| 3Y | +245.0% | +40.5% | +204.5% | +148.9% |
| 5Y | -36.0% | -62.1% | +26.2% | -42.4% |
| 10Y | +293.2% | +141.5% | +151.7% | +96.3% |
| All | +684.6% | +139.5% | +545.1% | +286.7% |
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